{"title":"分数阶随机输运方程的近似极大似然估计","authors":"Jaya P. N. Bishwal","doi":"10.28924/ada/stat.3.14","DOIUrl":null,"url":null,"abstract":"We estimate the drift of the fractional stochastic transport equation the by maximum likelihood and the minimum contrast methods. We show consistency and asymptotic normality of the estimators. We consider both continuous and discrete time observations.","PeriodicalId":153849,"journal":{"name":"European Journal of Statistics","volume":"35 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-09-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Approximate Maximum Likelihood Estimation in Fractional Stochastic Transport Equation\",\"authors\":\"Jaya P. N. Bishwal\",\"doi\":\"10.28924/ada/stat.3.14\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We estimate the drift of the fractional stochastic transport equation the by maximum likelihood and the minimum contrast methods. We show consistency and asymptotic normality of the estimators. We consider both continuous and discrete time observations.\",\"PeriodicalId\":153849,\"journal\":{\"name\":\"European Journal of Statistics\",\"volume\":\"35 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-09-13\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"European Journal of Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.28924/ada/stat.3.14\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"European Journal of Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.28924/ada/stat.3.14","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Approximate Maximum Likelihood Estimation in Fractional Stochastic Transport Equation
We estimate the drift of the fractional stochastic transport equation the by maximum likelihood and the minimum contrast methods. We show consistency and asymptotic normality of the estimators. We consider both continuous and discrete time observations.
求助内容：
应助结果提醒方式：
京公网安备 11010802042870号
