Least squares estimation for discretely observed stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises (Q2213423)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Least squares estimation for discretely observed stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises |
scientific article |
Statements
Least squares estimation for discretely observed stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises (English)
0 references
1 December 2020
0 references
Summary: Stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises is used to describe population dynamics perturbed by random environment. However, parameters in the model are always unknown. The contrast function is given to obtain least squares estimators. The consistency and the rate of convergence of the least squares estimators are proved, and the asymptotic distribution of the estimators are derived by Markov inequality, Cauchy-Schwarz inequality, and Gronwall's inequality. Some numerical examples are provided to verify the effectiveness of the estimators.
0 references
0 references
0 references
0 references
0 references