Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1148226 | Journal of Statistical Planning and Inference | 2008 | 8 Pages |
Abstract
In this paper, we study a random field UÉ(t,x) governed by some type of stochastic partial differential equations with an unknown parameter θ and a small noise É. We construct an estimator of θ based on the continuous observation of N Fourier coefficients of UÉ(t,x), and prove the strong convergence and asymptotic normality of the estimator when the noise É tends to zero.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Caiya Zhang, Zhengyan Lin,