Estimating time-varying parameters in uncertain differential equations

DOI10.1016/J.AMC.2022.127084MaRDI QIDQ2139803OpenAlexWikidataFDO

Authors Guidong Zhang, Yuhong Sheng

Publication date 19 May 2022

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2022.127084

zbMATH Keywords

regression analysisleast squares estimationuncertainty theorytime-varying parameters

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) General theory for ordinary differential equations (34Axx) Probabilistic methods, stochastic differential equations (65Cxx)

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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
• Initial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China
• Parameter estimation in uncertain differential equations
• Parameter estimation in uncertain differential equations based on the solution
• Parameter estimation of uncertain differential equation with application to financial market
• Uncertain differential equations
• Uncertain optimal control with application to a portfolio selection model
• Uncertain partial differential equation with application to heat conduction
• Uncertain population model
• Uncertainty theory

Cited in

(7)

• Parameter estimation in uncertain differential equations
• Parameter estimation in uncertain differential equations based on the solution
• Analytic solution of uncertain autoregressive model based on principle of least squares
• Convergence analysis of a synchronous gradient estimation scheme for time-varying parameter systems
• scientific article; zbMATH DE number 5361941 (Why is no real title available?)
• Nonparametric estimation for uncertain differential equations
• Parameter estimation of uncertain differential equation with application to financial market

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