Minimum distance estimator for a hyperbolic stochastic partial differentialequation
Volume 27 / 2000
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.
