Parameter estimation for uncertain fractional differential equations

DOI10.1007/s10700-022-09385-0OpenAlexW4226346412WikidataQ115383860 ScholiaQ115383860MaRDI QIDQ6102834

Yuanguo Zhu, Liu He, Ziqiang Lu

Publication date: 23 June 2023

Published in: Fuzzy Optimization and Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10700-022-09385-0

zbMATH Keywords

parameter estimationmethod of momentsLiu processuncertainty distributionuncertain hypothesis testuncertain fractional differential equations

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes (62M99) Fractional ordinary differential equations (34A08)

Related Items (1)

Nonparametric estimation for uncertain differential equations

Cites Work

• Existence and uniqueness theorem for uncertain differential equations
• The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
• Uncertain optimal control
• Uncertain term structure model of interest rate
• Initial value estimation of uncertain differential equations and zero-day of COVID-19 spread in China
• Numerical solution and parameter estimation for uncertain SIR model with application to COVID-19
• Uncertain SEIAR model for COVID-19 cases in China
• A relation between moments of Liu process and Bernoulli numbers
• First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model
• Parameter estimation of uncertain differential equation with application to financial market
• Uncertain hypothesis test with application to uncertain regression analysis
• Critical value-based Asian option pricing model for uncertain financial markets
• Parameter estimation in uncertain differential equations
• European option pricing model based on uncertain fractional differential equation
• Uncertain fractional differential equations and an interest rate model
• Prospect Theory: An Analysis of Decision under Risk
• A numerical method for solving uncertain differential equations
• Uncertainty theory
• Uncertainty theory

This page was built for publication: Parameter estimation for uncertain fractional differential equations