分布不确定下随机微分方程参数最小二乘估计

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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 2 LSE对

$J$

的相依性

$J$	$2^{3}$	$2^4$	$2^5$	$2^6$	$2^7$
$\bar{\hat{\theta}}_{5 \times 10^3, T}(10, J)$	1.1108	1.0955	1.0903	1.0780	1.0672
$\underline{\hat{\theta}}_{5 \times 10^3, T}(10, J)$	0.9718	0.9713	0.9879	0.9888	0.9995
$\bar{\hat{\theta}}_{5 \times 10^3, T}(10, J)-\underline{\hat{\theta}}_{5 \times 10^3, T}(10, J)$	0.1390	0.1241	0.1023	0.0892	0.0677