Estimation of intrinsic growth factors in a class of stochastic population model

被引:2
|
作者
Li, Jingjie [1 ]
Wu, Jiang-Lun [2 ]
Zhang, Guang [1 ]
机构
[1] Tianjin Univ Commerce, Sch Sci, Tianjin 300134, Peoples R China
[2] Swansea Univ, Dept Math, Swansea, W Glam, Wales
关键词
Population growth model; intrinsic rate of growth; environmental factors; nonlinear mean-reversion type SDEs; Girsanov transformation; least square estimator (LSE); discrete observation; consistency of least square estimator; asymptotic distribution of LSE; LEAST-SQUARES ESTIMATOR; PARAMETER; TIME; EXPANSIONS; SYSTEMS; DRIVEN;
D O I
10.1080/07362994.2019.1605908
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This article discusses the problem of parameter estimation with nonlinear mean-reversion type stochastic differential equations (SDEs) driven by Brownian motion for population growth model. The estimator in the population model is the climate effects, population policy and environmental circumstances which affect the intrinsic rate of growth r. The consistency and asymptotic distribution of the estimator is studied in our general setting. In the calculation method, unlike previous study, since the nonlinear feature of the model, it is difficult to obtain an explicit formula for the estimator. To solve this, some criteria are used to derive an asymptotically consistent estimator. Furthermore Girsanov transformation is used to simplify the equations, which then gives rise to the corresponding convergence of the estimator being with respect to a family of probability measures indexed by the dispersion parameter, while in the literature the existing results have dealt with convergence with respect to a given probability measure.
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页码:602 / 619
页数:18
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