Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps

DOI10.1186/s13662-018-1605-zzbMath1446.60040OpenAlexW2802968095MaRDI QIDQ1712202

Huiyan Zhao, Chongqi Zhang, Li-Min Wen

Publication date: 21 January 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-018-1605-z

zbMATH Keywords

maximum likelihood estimationsubordinatorstationary distributionstochastic Lotka-Volterra model

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Population dynamics (general) (92D25) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (2)

Parameter estimation for stochastic Lotka-Volterra model driven by small Lévy noises from discrete observations ⋮ Least squares estimation for discretely observed stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises

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