JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2020, Vol. 55 ›› Issue (6): 17-22.doi: 10.6040/j.issn.1671-9352.0.2019.026

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Hypothesis testing of maximum likelihood estimation for stochastic PDE

WANG Xiao-wen, LYU Yan*   

  1. School of Science, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu, China
  • Published:2020-06-01

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Abstract: The hypothesis testing problem for the parameter estimation for a class of stochastic partial differential equation driven by additive noise is studied. The explicit expressions for rejection domain of the unknown parameter in two asymptotic cases: T→∞ with N fixed and N→∞ with T fixed are shown and their asymptotic properties are further proved.

Key words: hypothetical test, stochastic partial differential equations, rejection region

CLC Number: 

  • O211.63
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[1] LI Yuan-fei. Continuous dependence on viscosity coefficient for primitive equations [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2019, 54(12): 12-23.
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