Parameter Estimation for Hyperbolic Model with Small Noises Based on Discrete Observations

被引：0

作者：

Wei, Chao ^{[1
]}

机构：

[1] Anyang Normal Univ, Sch Math & Stat, Anyang 455000, Peoples R China

来源：

ENGINEERING LETTERS | 2022年 / 30卷 / 01期

关键词：

Hyperbolic diffusion; small noises; drift parameter estimation; consistency; asymptotic distribution; ORNSTEIN-UHLENBECK PROCESSES; LEAST-SQUARES ESTIMATOR; PROCESSES DRIVEN; LEVY;

D O I：

暂无

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

In this paper, we consider the discretely observed hyperbolic diffusion model with two types of small noises. The least square method is utilized to derive the drift parameter estimator. The consistency and asymptotic distribution of the estimator are obtained under condition of two types of small noises. Finally, some numerical calculus examples are given.

引用

页数：7

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