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arXiv 2103.06323math.STstat.TH
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低正则系数扩散模型的参数估计

Parameter estimation in diffusion models with low regularity coefficients

Dmytro Ivanenko, Rostyslav Pogorielov

摘要:

本文考虑了由解随机微分方程所产生的统计模型中的拟极大似然估计和一步估计等参数估计的构造。开发了参数估计软件,并进行了相应的测试和比较。

英文摘要:

The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochastic differential equation. It has been developed a software for parameter estimating and has been presented correspondent testing and comparing.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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