Nonparametric estimation for uncertain differential equations

DOI10.1007/S10700-023-09408-4MaRDI QIDQ6071644zbMATH OpenFDO

Authors Liu He, Yuanguo Zhu, Yajing Gu

Publication date 28 November 2023

Published in Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10700-023-09408-4

zbMATH Keywords

atmospheric carbon dioxidenonparametric estimationuncertain differential equationuncertain hypothesis testuncertainty theory

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Parametric inference (62Fxx)

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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
• scientific article; zbMATH DE number 4028095 (Why is no real title available?)
• Initial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China
• Numerical solution and parameter estimation for uncertain SIR model with application to COVID-19
• Parameter estimation for uncertain fractional differential equations
• Parameter estimation in uncertain differential equations
• Residual analysis and parameter estimation of uncertain differential equations
• Uncertain fractional differential equations and an interest rate model
• Uncertain hypothesis test for uncertain differential equations
• Uncertain hypothesis test with application to uncertain regression analysis
• Uncertain maximum likelihood estimation with application to uncertain regression analysis
• Uncertain optimal control
• Uncertain optimal control with application to a portfolio selection model
• Uncertain SEIAR model for COVID-19 cases in China
• Uncertainty theory

Cited in

(13)

• scientific article; zbMATH DE number 1269475 (Why is no real title available?)
• NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION
• Solution method and parameter estimation of uncertain partial differential equation with application to China's population
• Nonparametric uncertain time series models: theory and application in brent crude oil spot price analysis
• Maximum likelihood estimation for multi-factor uncertain differential equations
• Nonparametric estimation of uncertain differential equations based on residuals
• Uncertain stochastic optimal control problems based on backward stochastic difference equations and forward uncertain difference equations
• A non parametric estimation method using an orthogonal function system
• Convergence criteria of fuzzy bilinear systems subject to bounded uncertainties
• A neural network-based method for pricing American options and assessing implied volatility under uncertainty
• Cubic spline estimation for non parametric uncertain differential equation
• Least squares estimation of uncertain partial differential equations
• Adaptive threshold estimation for uncertain differential equations with jumps

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