奇异随机偏微分方程中参数MLE的渐近性质
기이수궤편미분방정중삼수MLE적점근성질
Asymptotic Properties about MLE of the Parameter in Some Singular Stochastic Partial Differential Equation
  • 万方数据
    应用概率统计 응용개솔통계
    CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
    2015年 2期 183-192 ,共10页

    张彩伢

    장채아

    随机偏微分方程%极大似然估计%强相合性%渐近正态性 隨機偏微分方程%極大似然估計%彊相閤性%漸近正態性
    수궤편미분방정%겁대사연고계%강상합성%점근정태성
    Stochastic partial differential equation%maximum likelihood estimator%strong consistency%asymptotic normality
    对一类带有未知参数和小干扰项的奇异随机偏微分方程,基于连续样本轨道,给出了参数的极大似然估计,证明了当干扰项趋于0时,参数估计量的强相合性和渐近正态性.
    대일류대유미지삼수화소간우항적기이수궤편미분방정,기우련속양본궤도,급출료삼수적겁대사연고계,증명료당간우항추우0시,삼수고계량적강상합성화점근정태성.
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