for Journals by Title or ISSN
for Articles by Keywords
Followed Journals
Journal you Follow: 0
Sign Up to follow journals, search in your chosen journals and, optionally, receive Email Alerts when new issues of your Followed Journals are published.
Already have an account? Sign In to see the journals you follow.
Journal Cover International Journal of Advanced Mathematical Sciences
  [1 followers]  Follow
  This is an Open Access Journal Open Access journal
   ISSN (Print) 2307-454X - ISSN (Online) 2307-454X
   Published by Science Publishing Corporation Homepage  [12 journals]
  • Parametric inference for stochastic differential equations with random
           effects in the drift coefficient

    • Authors: Alsukaini Mohammed Sari, Wang Xiang-Jun
      Pages: 21 - 29
      Abstract: In this paper we focus on estimating the parameters in the stochastic differential equations (SDE’s) with drift coefficients depending linearly on a random variables  and  .The distributions of the random effects  and  are depends on unknown parameters from the continuous observations of the independent processes . When  is an unknown parameter or restrict positive constant also studied in this paper. We propose the Gaussian distribution for the random effect  and the exponential distribution for the random effect    , we obtained an explicit formulas for the likelihood functions in each case and find the maximum likelihood estimators of the unknown parameters in the random effects and for the unknown parameter    . Consistency and asymptotic normality are studied just when  is normal random effect and  is constant.
      PubDate: 2016-07-31
      Issue No: Vol. 4, No. 2 (2016)
School of Mathematical and Computer Sciences
Heriot-Watt University
Edinburgh, EH14 4AS, UK
Tel: +00 44 (0)131 4513762
Fax: +00 44 (0)131 4513327
Home (Search)
Subjects A-Z
Publishers A-Z
Your IP address:
About JournalTOCs
News (blog, publications)
JournalTOCs on Twitter   JournalTOCs on Facebook

JournalTOCs © 2009-2016