Least squares estimation for discretely observed stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises
From MaRDI portal
Publication:2213423
DOI10.1155/2020/8837689zbMath1459.92104OpenAlexW3101537038MaRDI QIDQ2213423
Chao Wei, Yan Wei, Yingying Zhou
Publication date: 1 December 2020
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/8837689
Cites Work
- Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
- Stochastic population dynamics driven by Lévy noise
- Stationary distribution of stochastic population systems
- Competitive Lotka-Volterra population dynamics with jumps
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation
- Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises
- Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters
- An asymptotic expansion approach to pricing financial contingent claims
- Some time change representations of stable integrals, via predictable transformations of local martingales
- Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps
- Environmental Brownian noise suppresses explosions in population dynamics.
- Stochastic delay Lotka--Volterra model
- The stationary distribution of the facultative population model with a degenerate noise
- Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
- Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes
- Parameter estimation in stochastic differential equations.
- A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
- The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
- Gaussian estimation for discretely observed Cox–Ingersoll–Ross model
- A Gaussian approach for continuous time models of the short-term interest rate
- Estimation of a rare sensitive attribute in two-stage sampling using a randomized response model under Poisson distribution
This page was built for publication: Least squares estimation for discretely observed stochastic Lotka-Volterra model driven by small \(\alpha \)-stable noises
