Uniform Approximate Estimation for Nonlinear Nonhomogenous Stochastic System with Unknown Parameter
Joint Authors
Source
Mathematical Problems in Engineering
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-20, 20 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-09-09
Country of Publication
Egypt
No. of Pages
20
Main Subjects
Abstract EN
The error bound in probability between the approximate maximum likelihood estimator (AMLE) and the continuous maximum likelihood estimator (MLE) is investigated for nonlinear nonhomogenous stochastic system with unknown parameter.
The rates of convergence of the approximations for Itô and ordinary integral are introduced under some regular assumptions.
Based on these results, the in probability rate of convergence of the approximate log-likelihood function to the true continuous log-likelihood function is studied for the nonlinear nonhomogenous stochastic system involving unknown parameter.
Finally, the main result which gives the error bound in probability between the ALME and the continuous MLE is established.
American Psychological Association (APA)
Kan, Xiu& Shu, Huisheng. 2012. Uniform Approximate Estimation for Nonlinear Nonhomogenous Stochastic System with Unknown Parameter. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-20.
https://search.emarefa.net/detail/BIM-1001587
Modern Language Association (MLA)
Kan, Xiu& Shu, Huisheng. Uniform Approximate Estimation for Nonlinear Nonhomogenous Stochastic System with Unknown Parameter. Mathematical Problems in Engineering No. 2012 (2012), pp.1-20.
https://search.emarefa.net/detail/BIM-1001587
American Medical Association (AMA)
Kan, Xiu& Shu, Huisheng. Uniform Approximate Estimation for Nonlinear Nonhomogenous Stochastic System with Unknown Parameter. Mathematical Problems in Engineering. 2012. Vol. 2012, no. 2012, pp.1-20.
https://search.emarefa.net/detail/BIM-1001587
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1001587