Open AccessLeast squares estimation for distribution-dependent stochastic differential delay equations
Author(s) -
Yanyan Hu,
Fubao Xi,
Min Zhu
Publication year - 2022
Publication title -
communications on pure and applied analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.077
H-Index - 42
eISSN - 1553-5258
pISSN - 1534-0392
DOI - 10.3934/cpaa.2022027
Subject(s) - estimator , stochastic differential equation , mathematics , parametric statistics , least squares function approximation , strong consistency , rate of convergence , estimation theory , asymptotic distribution , distribution (mathematics) , consistency (knowledge bases) , function (biology) , convergence (economics) , diffusion , mathematical analysis , statistics , computer science , physics , discrete mathematics , computer network , channel (broadcasting) , evolutionary biology , economics , biology , economic growth , thermodynamics
The parametric estimation of drift parameter for distribution - dependent stochastic differential delay equations with a small diffusion is presented. The principle technique of our investigation is to construct an appropriate contrast function and carry out a limiting type of argument to show the consistency and convergence rate of the least squares estimator of the drift parameter via interacting particle systems. In addition, two examples are constructed to demonstrate the effectiveness of our work.