Zhang Caiya. Asymptotic Properties about MLE of the Parameter in Some Singular Stochastic Partial Differential Equation[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(2): 183-192.
Citation: Zhang Caiya. Asymptotic Properties about MLE of the Parameter in Some Singular Stochastic Partial Differential Equation[J]. Chinese Journal of Applied Probability and Statistics, 2015, 31(2): 183-192.

Asymptotic Properties about MLE of the Parameter in Some Singular Stochastic Partial Differential Equation

  • In this paper, the singular stochastic partial differential equation with an unknown parameter and a small noise is studied. The maximum likelihood estimator of the parameter based on the continuous observation of the Fourier coefficients is proposed. The strong convergence and asymptotic normality of the estimator are established as the noise tends to zero.
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