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https://doi.org/10.1214/aoms/1177693500

has been cited by the following article:

• TITLE: Parameter Estimation for the Continuous Time Stochastic Logistic Diffusion Model

  AUTHORS: Zhiwei Zheng, Huisheng Shu, Xiu Kan, Yingyi Fang, Xin Zhang

  KEYWORDS: Parameter Estimation, Stationary Distribution, Likelihood Ratio, Random Time Transformations

  JOURNAL NAME: Open Journal of Statistics, Vol.7 No.6, December 25, 2017

  ABSTRACT: In this paper, the parameter estimation problem is investigated for the continuous time stochastic logistic diffusion system. A new continuous process is built based on the likelihood ratio scheme, the Radon-Nikodym derivative and the explicit expressions of the error of estimation are given under this new continuous process. By using the random time transformations, law of large numbers for martingales, law of iterated logarithm and stationary distribution of solution, the consistency property are proved for the estimation error. Finally, a numerical simulation is presented to demonstrate the effectiveness of the proposed method in this paper.