针对金融、保险等领域研究中经常遇到的隐Brown运动驱动的Poisson过程模型, 通过概率变换并利用鞅论方法等工具, 证明了对模型中某些参数所提出的两类估计量的强相合性, 用数值试验检验了它们的有效性. 试验结果表明,  文中所给两类估计方法均优于已有方法.

For a kind of hidden Brownian marked Poisson processes arising from the finance and insurance field, it is proved that two types of proposed estimators are
stronconsistent by using the martingale theory and the reference probability mea- sures. Efficiency of designed estimators are examined through numerical experiments and are also compared with current estimators. Numerical results show that the new estimatrs are superior to the existing estimators.