AUTHOREA
Log in
Sign Up
Browse Preprints
LOG IN
SIGN UP
Liliana Peralta
Public Documents
1
Statistical inference for a stochastic partial differential equation related to an ec...
Francisco J. Delgado-Vences
and 2 more
June 10, 2024
In this paper, we use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by the environment. We study statistical properties for two crucial parameters of the SPDE that describe the dynamic of the system. To do that we use the Galerkin projection to transform the problem, passing from the SPDE to a system of independent SDEs; in this manner, we are able to find the Maximum likelihood estimator of the parameters. We validate the method by using simulations of the SDEs. We prove consistency and asymptotic normality of the estimators; the latter is showed using the Malliavin-Stein method. We illustrate our results with numerical experiments.