Minimum distance estimator for a hyperbolic stochastic partial differentialequation

Volume 27 / 2000

Vincent Monsan, Modeste N'zi Applicationes Mathematicae 27 (2000), 225-238 DOI: 10.4064/am-27-2-225-238

Abstract

We study a minimum distance estimator in $L_2$-norm for a class ofnonlinear hyperbolic stochastic partial differential equations, driven by atwo-parameter white noise. The consistency and asymptotic normality of thisestimator are established under some regularity conditions on thecoefficients. Our results are applied to the two-parameterOrnstein-Uhlenbeck process.

Authors

  • Vincent Monsan
  • Modeste N'zi

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