Parameter estimation in a system of stochastic difference equations

MaRDI QIDQ2889022zbMATH OpenFDO

Authors N. Josephy, M. Predescu, S. Woolford

Publication date 4 June 2012

Published in Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL http://pphmj.com/abstract/6189.htm

zbMATH Keywords

parameter estimationdifference equationsstochasticity

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Stochastic difference equations (39A50)

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(3)

• Rate estimation for a simple movement model
• A note on the asymptotic behavior of a nonlinear system of stochastic difference equations
• Numerical differentiation and parameter estimation in higher-order linear stochastic systems

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