We study the problem of parameter estimation for discretely observed stochastic differential equations driven by small fractional noise. Under some conditions, we obtain strong consistency and rate of convergence of the least square estimator(LSE) when small dispersion coefficient converges to 0 and sample size converges to infty.
翻译:在某些条件下,当小分散系数接近0而样本大小接近坚硬时,我们获得了最小平方位估计值的强烈一致性和趋同率。