Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty (Q3306180)
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scientific article; zbMATH DE number 7233562
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| English | Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty |
scientific article; zbMATH DE number 7233562 |
Statements
12 August 2020
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stochastic differential equation
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sub-linear expectation
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least squares estimator
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exponential martingale inequality
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strong consistency
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0.8066166639328003
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0.7888535261154175
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0.7836257815361023
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0.77545166015625
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