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Least squares estimation for path-distribution dependent stochastic differential equations
期刊论文
Applied Mathematics and Computation,2021, 卷号: 410
作者:
Ren, Panpan
;
Wu, Jianglun
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2023/05/30
Asymptotic distribution
Consistency
Least squares estimator
Path-distribution dependent stochastic differential equation
Estimation of intrinsic growth factors in a class of stochastic population model
期刊论文
Stochastic Analysis and Applications,2019, 卷号: 37, 期号: 4, 页码: 602-619
作者:
Li, Jingjie
;
Wu, Jianglun
;
Zhang, Guang
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2023/05/30
asymptotic distribution of LSE
consistency of least square estimator
discrete observation
environmental factors
Girsanov transformation
intrinsic rate of growth
least square estimator (LSE)
nonlinear mean-reversion type SDEs
Population growth model
Least Squares Estimator for Path-Dependent McKean-Vlasov SDEs via Discrete-Time Observations
期刊论文
Acta Mathematica Scientia,2019, 卷号: 39, 期号: 3, 页码: 691-716
作者:
Ren, Panpan
;
Wu, Jianglun
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2023/05/30
60G52
60J75
62F12
62M05
asymptotic distribution
consistency
least squares estimator
McKean-Vlasov stochastic differential equation
tamed Euler-Maruyama scheme
weak monotonicity
On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
期刊论文
Advances in Difference Equations,2016, 卷号: 2016, 期号: 1
作者:
Li, Jingjie
;
Wu, Jianglun
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2023/05/30
asymptotic distribution of LSE
consistency of least square estimator
discrete observation
Girsanov transformation
least square estimator (LSE)
mean-reversion type SDEs
Approximation of the non-null distribution of generalized T2-statistics
期刊论文
Linear Algebra and Its Applications,2000, 卷号: 321, 期号: 1-3, 页码: 27-46
作者:
Fang, Kaitai
;
Kollo, Tõnu
;
Parring, Anne Mai
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2021/05/13
Asymptotic normality
Generalized F-statistic
Hotelling's T2-statistic
Matrix derivative
Multivariate Taylor expansion
Non-null distribution