L∞-norm minimum distance estimation for stochastic differential equations driven by small fractional Levy noise

被引：0

作者：

Jiao, Huiping ^{[1
]}

Zhang, Xiao ^{[2
]}

Wei, Chao ^{[3
]}

机构：

[1] Zhengzhou Univ Technol, Sch Basic Sci, Zhengzhou 450044, Peoples R China

[2] Anyang Normal Univ, Sch Marxism, Anyang 455000, Peoples R China

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

来源：

AIMS MATHEMATICS | 2023年 / 8卷 / 01期

关键词：

L-infinity-norm minimum distance estimation; stochastic differential equations; small fractional Levy noise; consistency; asymptotic distribution; PARAMETER-ESTIMATION ALGORITHM; MODEL;

D O I：

10.3934/math.2023107

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper is concerned with L-infinity-norm minimum distance estimation for stochastic differential equations driven by small fractional Levy noise. By applying the Gronwall-Bellman lemma, Chebyshev's inequality and Taylor's formula, the minimum distance estimator is established and the consistency and asymptotic distribution of the estimator are derived when a small dispersion coefficient epsilon -> 0.

引用

页码：2083 / 2092

页数：10

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