{"title":"具有霍尔德漂移的随机（函数）微分方程参数估计的渐近特性","authors":"Yanyan Hu, Fubao Xi, Min Zhu","doi":"10.1080/17442508.2024.2320397","DOIUrl":null,"url":null,"abstract":"In this paper, by taking Zvonkin's transformation, we investigate parameter estimation for a class of multidimensional stochastic differential equations with small perturbation parameters in diffus...","PeriodicalId":501524,"journal":{"name":"Stochastics","volume":"75 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift\",\"authors\":\"Yanyan Hu, Fubao Xi, Min Zhu\",\"doi\":\"10.1080/17442508.2024.2320397\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, by taking Zvonkin's transformation, we investigate parameter estimation for a class of multidimensional stochastic differential equations with small perturbation parameters in diffus...\",\"PeriodicalId\":501524,\"journal\":{\"name\":\"Stochastics\",\"volume\":\"75 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-03-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2024.2320397\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/17442508.2024.2320397","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift
In this paper, by taking Zvonkin's transformation, we investigate parameter estimation for a class of multidimensional stochastic differential equations with small perturbation parameters in diffus...
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