scholarly journals Least Squares Estimator for Vasicek Model Driven by Fractional Levy Processes

2018 ◽  
Vol 14 (2) ◽  
pp. 8013-8024
Author(s):  
Qingbo Wang ◽  
Xiuwei Yin
Keyword(s):  
Parameter Estimation ◽  
Least Squares ◽  
Asymptotic Distribution ◽  
Lévy Processes ◽  
Levy Processes ◽  
Estimation Problem ◽  
Least Squares Estimator ◽  
Parameter Estimation Problem ◽  
Vasicek Model ◽  
Model Driven

In this paper, we consider parameter estimation problem for Vasicek model driven by fractional lévy processes defined We construct least squares estimator for drift parameters based on time?continuous observations, the consistency and asymptotic distribution of these estimators are studied in the non?ergodic case. In contrast to the fractional Vasicek model, it can be regarded as a Lévy generalization of fractional Vasicek model.

A RELAX Based Method for Spotlight SAR Imaging

2012 ◽  
Vol 500 ◽  
pp. 362-367
Author(s):  
Xiao Zhen Ren ◽  
Yao Qin ◽  
Hong Liang Fu
Keyword(s):  
Parameter Estimation ◽  
Estimation Problem ◽  
Noisy Environment ◽  
Parameter Estimation Problem ◽  
Imaging Algorithm ◽  
Imaging Results ◽  
Sar Imaging ◽  
Simulation Results ◽  
Noisy Condition

The imaging problem of spotlight SAR is converted to a parameter estimation problem of several monochromatic signals in additive white Gaussian noisy condition in this paper. Moreover, a spotlight SAR imaging algorithm based on RELAX is presented in detail. Traditional polar format algorithm and the presented method are applied to spotlight SAR imaging respectively, and the imaging results are compared. Simulation results show that the polar format algorithm doesn’t give satisfactory imaging results, while the proposed method adapts the noisy environment better and obtains better results.

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