Modified Estimators for Some Noisy Dynamical Systems

摘要

Lele in (1994)[8], Used the estimating function method to analyze and estimate the exponential and the logistic noisy dynamical systems. also, He used simulation to study the small-sample properties. Hassan in (2012)[7], derived an estimator of the Tent noisy dynamical system based on estimating function method. In this paper we will modify Lele?s estimator of noisy logistic and noisy exponential dynamical systems and Hasan?s estimator of noisy tent dynamical system, to be more efficient based on a simulation experiment. The results shows that the modified estimators performs better than unmodified estimators based on the mean square error criterion.