Parameter estimation for partially observed stochastic differential equations driven by fractional Brownian motion

This paper is concerned with parameter estimation for partially observed stochastic differential equations driven by fractional Brownian motion. Firstly, the state estimation equation is given and the parameter estimator is derived. Then, the strong consistency and asymptotic normality of the maximu...

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Detalhes bibliográficos
Autor principal: Chao Wei
Formato: Artigo
Idioma:Inglês
Publicado em: AIMS Press 2022-05-01
Colecção:AIMS Mathematics
Assuntos:
parameter estimation
partially observed stochastic differential equations
fractional brownian motion
strong consistency
asymptotic normality
Acesso em linha:https://www.aimspress.com/article/doi/10.3934/math.2022717?viewType=HTML
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