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Is it grammatically correct to say "statement of problem"?
In what context "statement of problem" is valid?
Well, it's hard to describe my context because it's basically from a PhD thesis.
I guess it's safer to use "problem statement"
I would say there "Statement of the Problem".
BTW I don't know what discipline you're in but you don't need to have boring headings unless it's required. Usually boring headings like that are for the proposals.
Here are twenty thousand academics who have used it as a title. It seems I was right about it being valid in that context:
"statement of problem" - Google Scholar