Uncertain differential equations (UDEs) are a type of differential equations driven by Liu processes. Statistical inference is a critical issue in the applications of UDEs and scholars have proposed many methods to estimate the unknown parameters. However, the asymptotic properties of the estimators have been discussed in few literature. This paper is concerned with parameter estimation for UDEs with small dispersion coefficient from discrete observations. The least squares estimator is defined, the consistency and asymptotic distribution of estimator are derived. The uncertain Hyperbolic model is provided as analytic example and some numerical examples are given to illustrate the proposed method.
MSC Classification: 60G52 , 62F12