大信号反射随机线性微分方程的轨迹拟合估计

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Journal of Applied Probability Pub Date : 2023-10-31 DOI:10.1017/jpr.2023.78

Xuekang Zhang, Huisheng Shu

引用次数: 0

摘要

摘要研究了大信号反射随机线性微分方程的漂移参数估计问题。讨论了轨迹拟合估计量(TFE)的一致性和渐近分布。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal

Abstract In this paper we study the drift parameter estimation for reflected stochastic linear differential equations of a large signal. We discuss the consistency and asymptotic distributions of trajectory fitting estimator (TFE).

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来源期刊

Journal of Applied Probability 数学-统计学与概率论

CiteScore

1.50

自引率

10.00%

发文量

审稿时长

6-12 weeks

期刊介绍： Journal of Applied Probability is the oldest journal devoted to the publication of research in the field of applied probability. It is an international journal published by the Applied Probability Trust, and it serves as a companion publication to the Advances in Applied Probability. Its wide audience includes leading researchers across the entire spectrum of applied probability, including biosciences applications, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modeling is used. A submission to Applied Probability represents a submission that may, at the Editor-in-Chief’s discretion, appear in either the Journal of Applied Probability or the Advances in Applied Probability. Typically, shorter papers appear in the Journal, with longer contributions appearing in the Advances.