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 1×104 2×104 3×104 4×104 5×104
ˉˆθn,T(10,29) 1.0313 1.0193 1.0144 1.0089 1.0057
ˆθ_n,T(10,29) 1.0104 1.0027 1.0014 0.9972 0.9978
ˉˆθn,T(10,29)ˆθ_n,T(10,29) 0.0209 0.0166 0.0130 0.0117 0.0079