Maximum likelihood estimation for multi-factor uncertain differential equations

DOI10.1016/J.CAM.2024.116205MaRDI QIDQ6593357zbMATH OpenFDO

Authors Z. Liu, Yang Liu, Rong Gao

Publication date 26 August 2024

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2024.116205

zbMATH Keywords

maximum likelihood estimationmulti-factor uncertain differential equationresidualuncertainty theory

Mathematics Subject Classification ID

Fuzzy ordinary differential equations (34A07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonparametric inference and fuzziness (62G86)

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Cites work

• A numerical method for solving uncertain differential equations
• Existence and uniqueness theorem for uncertain differential equations
• Generalized moment estimation for uncertain differential equations
• Higher-order derivative of uncertain process and higher-order uncertain differential equation
• Nonparametric estimation for uncertain differential equations
• Parameter estimation in uncertain differential equations
• Partial derivatives of uncertain fields and uncertain partial differential equations
• Pharmacokinetic model based on multifactor uncertain differential equation
• Residual analysis and parameter estimation of uncertain differential equations
• Solution method and parameter estimation of uncertain partial differential equation with application to China's population
• Uncertain hypothesis test for uncertain differential equations
• Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption
• Uncertainty theory
• Uncertainty theory

Cited in

(4)

• Uncertain c-means clustering method with application to imprecise observations
• Convertible bond pricing under uncertain exponential Ornstein-Uhlenbeck model
• Nonparametric estimation of uncertain differential equations based on residuals
• Least squares estimation of uncertain partial differential equations

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