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Estimation of intrinsic growth factors in a class of stochastic population model

Jingjie Li, Jiang-lun Wu Orcid Logo, Guang Zhang

Stochastic Analysis and Applications, Volume: 37, Issue: 4, Pages: 602 - 619

Swansea University Author: Jiang-lun Wu Orcid Logo

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DOI (Published version): 10.1080/07362994.2019.1605908

Abstract

This article discusses the problem of parameter estimation with nonlinear mean-reversion type stochastic differential equations (SDEs) driven by Brownian motion for population growth model. The estimator in the population model is the climate effects, population policy and environmental circumstance...

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Published in: Stochastic Analysis and Applications
ISSN: 0736-2994 1532-9356
Published: Taylor & Francis 2019
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URI: https://cronfa.swan.ac.uk/Record/cronfa49977
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spelling 2019-07-18T13:49:21.9220943 v2 49977 2019-04-12 Estimation of intrinsic growth factors in a class of stochastic population model dbd67e30d59b0f32592b15b5705af885 0000-0003-4568-7013 Jiang-lun Wu Jiang-lun Wu true false 2019-04-12 SMA This article discusses the problem of parameter estimation with nonlinear mean-reversion type stochastic differential equations (SDEs) driven by Brownian motion for population growth model. The estimator in the population model is the climate effects, population policy and environmental circumstances which affect the intrinsic rate of growth r. The consistency and asymptotic distribution of the estimator θ is studied in our general setting. In the calculation method, unlike previous study, since the nonlinear feature of the model, it is difficult to obtain an explicit formula for the estimator. To solve this, some criteria are used to derive an asymptotically consistent estimator. Furthermore Girsanov transformation is used to simplify the equations, which then gives rise to the corresponding convergence of the estimator being with respect to a family of probability measures indexed by the dispersion parameter, while in the literature the existing results have dealt with convergence with respect to a given probability measure. Journal Article Stochastic Analysis and Applications 37 4 602 619 Taylor & Francis 0736-2994 1532-9356 16 5 2019 2019-05-16 10.1080/07362994.2019.1605908 https://www.tandfonline.com/doi/pdf/10.1080/07362994.2019.1605908?needAccess=true COLLEGE NANME Mathematics COLLEGE CODE SMA Swansea University COAF 2019-07-18T13:49:21.9220943 2019-04-12T13:48:57.0387927 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics Jingjie Li 1 Jiang-lun Wu 0000-0003-4568-7013 2 Guang Zhang 3 0049977-13052019122154.pdf Estimation_of_intrinsic_growth_factors_in_a.pdf 2019-05-13T12:21:54.2830000 Output 284717 application/pdf Accepted Manuscript true 2020-04-23T00:00:00.0000000 true eng
title Estimation of intrinsic growth factors in a class of stochastic population model
spellingShingle Estimation of intrinsic growth factors in a class of stochastic population model
Jiang-lun Wu
title_short Estimation of intrinsic growth factors in a class of stochastic population model
title_full Estimation of intrinsic growth factors in a class of stochastic population model
title_fullStr Estimation of intrinsic growth factors in a class of stochastic population model
title_full_unstemmed Estimation of intrinsic growth factors in a class of stochastic population model
title_sort Estimation of intrinsic growth factors in a class of stochastic population model
author_id_str_mv dbd67e30d59b0f32592b15b5705af885
author_id_fullname_str_mv dbd67e30d59b0f32592b15b5705af885_***_Jiang-lun Wu
author Jiang-lun Wu
author2 Jingjie Li
Jiang-lun Wu
Guang Zhang
format Journal article
container_title Stochastic Analysis and Applications
container_volume 37
container_issue 4
container_start_page 602
publishDate 2019
institution Swansea University
issn 0736-2994
1532-9356
doi_str_mv 10.1080/07362994.2019.1605908
publisher Taylor & Francis
college_str Faculty of Science and Engineering
hierarchytype
hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
url https://www.tandfonline.com/doi/pdf/10.1080/07362994.2019.1605908?needAccess=true
document_store_str 1
active_str 0
description This article discusses the problem of parameter estimation with nonlinear mean-reversion type stochastic differential equations (SDEs) driven by Brownian motion for population growth model. The estimator in the population model is the climate effects, population policy and environmental circumstances which affect the intrinsic rate of growth r. The consistency and asymptotic distribution of the estimator θ is studied in our general setting. In the calculation method, unlike previous study, since the nonlinear feature of the model, it is difficult to obtain an explicit formula for the estimator. To solve this, some criteria are used to derive an asymptotically consistent estimator. Furthermore Girsanov transformation is used to simplify the equations, which then gives rise to the corresponding convergence of the estimator being with respect to a family of probability measures indexed by the dispersion parameter, while in the literature the existing results have dealt with convergence with respect to a given probability measure.
published_date 2019-05-16T04:01:16Z
_version_ 1763753146369179648
score 11.016235

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