Asymptotic behavior of parametric estimation for a class of nonlinear diffusion process

Volume 11, Issue 6, pp 778--784 http://dx.doi.org/10.22436/jnsa.011.06.05
Publication Date: April 25, 2018 Submission Date: November 21, 2017 Revision Date: January 19, 2018 Accteptance Date: March 23, 2018

Authors

Chenglian Zhu - School of Mathematical Science, Huaiyin Normal University, Huaian, Jiangsu 223300, P. R. China.


Abstract

In this paper, a stochastic process, which is a class of nonhomogeneous diffusion process from the perspective of the corresponding nonlinear stochastic differential equation is studied. The parameter included in the drift term are estimated by sequential maximum likelihood methodology. The sequential estimators are proved to be closed, unbiased, strongly consistent, normally distributed, and optimal in the mean square sense.


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ISRP Style

Chenglian Zhu, Asymptotic behavior of parametric estimation for a class of nonlinear diffusion process, Journal of Nonlinear Sciences and Applications, 11 (2018), no. 6, 778--784

AMA Style

Zhu Chenglian, Asymptotic behavior of parametric estimation for a class of nonlinear diffusion process. J. Nonlinear Sci. Appl. (2018); 11(6):778--784

Chicago/Turabian Style

Zhu, Chenglian. "Asymptotic behavior of parametric estimation for a class of nonlinear diffusion process." Journal of Nonlinear Sciences and Applications, 11, no. 6 (2018): 778--784


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