Status | 已发表Published |
Title | Estimation of intrinsic growth factors in a class of stochastic population model |
Creator | |
Date Issued | 2019-07-04 |
Source Publication | Stochastic Analysis and Applications
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ISSN | 0736-2994 |
Volume | 37Issue:4Pages:602-619 |
Abstract | This article discusses the problem of parameter estimation with nonlinear mean-reversion type stochastic differential equations (SDEs) driven by Brownian motion for population growth model. The estimator in the population model is the climate effects, population policy and environmental circumstances which affect the intrinsic rate of growth r. The consistency and asymptotic distribution of the estimator θ is studied in our general setting. In the calculation method, unlike previous study, since the nonlinear feature of the model, it is difficult to obtain an explicit formula for the estimator. To solve this, some criteria are used to derive an asymptotically consistent estimator. Furthermore Girsanov transformation is used to simplify the equations, which then gives rise to the corresponding convergence of the estimator being with respect to a family of probability measures indexed by the dispersion parameter, while in the literature the existing results have dealt with convergence with respect to a given probability measure. |
Keyword | 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 |
DOI | 10.1080/07362994.2019.1605908 |
URL | View source |
Indexed By | SCIE |
Language | 英语English |
WOS Research Area | Mathematics |
WOS Subject | Mathematics, Applied ; Statistics & Probability |
WOS ID | WOS:000469258800005 |
Scopus ID | 2-s2.0-85064763931 |
Citation statistics | |
Document Type | Journal article |
Identifier | http://repository.uic.edu.cn/handle/39GCC9TT/10497 |
Collection | Research outside affiliated institution |
Corresponding Author | Li, Jingjie |
Affiliation | 1.School of Science,Tianjin University of Commerce,Tianjin,China 2.Department of Mathematics,Swansea University,Swansea,United Kingdom |
Recommended Citation GB/T 7714 | Li, Jingjie,Wu, Jianglun,Zhang, Guang. Estimation of intrinsic growth factors in a class of stochastic population model[J]. Stochastic Analysis and Applications, 2019, 37(4): 602-619. |
APA | Li, Jingjie, Wu, Jianglun, & Zhang, Guang. (2019). Estimation of intrinsic growth factors in a class of stochastic population model. Stochastic Analysis and Applications, 37(4), 602-619. |
MLA | Li, Jingjie,et al."Estimation of intrinsic growth factors in a class of stochastic population model". Stochastic Analysis and Applications 37.4(2019): 602-619. |
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