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Status已发表Published
TitleEstimation of intrinsic growth factors in a class of stochastic population model
Creator
Date Issued2019-07-04
Source PublicationStochastic Analysis and Applications
ISSN0736-2994
Volume37Issue: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.

Keywordasymptotic 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
DOI10.1080/07362994.2019.1605908
URLView source
Indexed BySCIE
Language英语English
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Statistics & Probability
WOS IDWOS:000469258800005
Scopus ID2-s2.0-85064763931
Citation statistics
Cited Times:3[WOS]   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
Identifierhttp://repository.uic.edu.cn/handle/39GCC9TT/10497
CollectionResearch outside affiliated institution
Corresponding AuthorLi, 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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