Statistical inference for a stochastic partial differential equation
related to an ecological niche
Abstract
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.