Processing math: 100%
分布不确定下随机微分方程参数最小二乘估计
费晨,费为银
Consistency of Least Squares Estimation to the Parameter for Stochastic Differential Equations Under Distribution Uncertainty
Chen Fei,Weiyin Fei
表 1
LSE对
n
的相依性
n
1
×
10
4
2
×
10
4
3
×
10
4
4
×
10
4
5
×
10
4
ˉ
ˆ
θ
n
,
T
(
10
,
2
9
)
1.0313
1.0193
1.0144
1.0089
1.0057
ˆ
θ
_
n
,
T
(
10
,
2
9
)
1.0104
1.0027
1.0014
0.9972
0.9978
ˉ
ˆ
θ
n
,
T
(
10
,
2
9
)
−
ˆ
θ
_
n
,
T
(
10
,
2
9
)
0.0209
0.0166
0.0130
0.0117
0.0079