Generalized moment estimation for uncertain differential equations

DOI10.1016/j.amc.2020.125724OpenAlexW3093697920WikidataQ115361170 ScholiaQ115361170MaRDI QIDQ2662561

Z. Liu

Publication date: 14 April 2021

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

Full work available at URL: https://doi.org/10.1016/j.amc.2020.125724

zbMATH Keywords

parameter estimationuncertainty theoryuncertain differential equationgeneralized moment estimation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Parametric inference and fuzziness (62F86)

Related Items (17)

Selection of uncertain differential equations using cross validation ⋮ Estimating time-varying parameters in uncertain differential equations ⋮ Uncertain hypothesis test with application to uncertain regression analysis ⋮ Moment estimation for parameters in high-order uncertain differential equations ⋮ Valuation of lookback option under uncertain volatility model ⋮ Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market ⋮ Nonparametric estimation for uncertain differential equations ⋮ Bayesian rule in the framework of uncertainty theory ⋮ Uncertain energy model for electricity and gas futures with application in spark-spread option price ⋮ Uncertain green product supply chain with government intervention ⋮ Reliability analysis of the uncertain fractional‐order dynamic system with state constraint ⋮ Uncertain pharmacokinetic model based on uncertain differential equation ⋮ Uncertain chemical reaction equation ⋮ Moment estimation in uncertain differential equations based on the milstein scheme ⋮ Residual analysis and parameter estimation of uncertain differential equations ⋮ Electricity spot price modeling by multi-factor uncertain process: a case study from the Nordic region ⋮ Uncertain regression model with autoregressive time series errors

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Generalized moment estimation of stochastic differential equations
• Uncertain differential equations
• Adams method for solving uncertain differential equations
• Existence and uniqueness theorem for uncertain differential equations
• Hamming method for solving uncertain differential equations
• Uncertain partial differential equation with application to heat conduction
• Uncertain term structure model of interest rate
• Parameter estimation in uncertain differential equations
• UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
• A numerical method for solving uncertain differential equations
• Uncertainty theory

This page was built for publication: Generalized moment estimation for uncertain differential equations