四川大学学报（自然科学版）2021，Vol.58Issue(5)：21-26,6.DOI:10.19907/j.0490-6756.2021.051004
Logistic扩散过程中漂移系数的序列极大似然估计
Sequential maximum likelihood estimation of the drift parameter of Logistic diffusion process
摘要
Abstract
This paper investigates the properties of a sequential maximum likelihood estimator of the un-known drift parameter for a Logistic diffusion process.We derive the explicit formulas for the sequential estimator and its mean squared error.The estimator is proved to be closed,unbiased,uniformly normal-ly distributed and strongly consistent.Finally,a numerical experiment is provided to illustrate our theo-ry.关键词
序列极大似然估计/Logistic扩散过程/无偏/均方误差Key words
Sequential maximum likelihood estimator/Logistic diffusion process/Unbiased/Mean squared error分类
数理科学引用本文复制引用
叶菁..Logistic扩散过程中漂移系数的序列极大似然估计[J].四川大学学报（自然科学版）,2021,58(5):21-26,6.基金项目
国家自然科学基金(11971334) （11971334）
