一类随机偏微分方程极大似然估计的假设检验

被引：3

作者：

王潇文

吕艳

机构：

[1] 南京理工大学理学院

来源：

山东大学学报(理学版) | 2020年 / 55卷 / 06期

关键词：

假设检验; 随机偏微分方程(SPDEs); 拒绝域;

D O I：

暂无

中图分类号：

O211.63 [随机微分方程]; O212.1 [一般数理统计];

学科分类号：

摘要：

研究了一类由加法噪声驱动的随机偏微分方程的参数估计的假设检验问题,分别给出了N固定,T→∞和T固定,N→∞两种渐近情况下的未知参数的拒绝域的显式表达式,更进一步证明了拒绝域的渐近性质。

引用

页码：17 / 22

页数：6

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