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何书元 《应用数学学报(英文版)》1987,3(2):168-179
In this paper the tollowing modelX(n)=sum from j=1 to p α_je~(inλj)+ξ_nis considered,where p,λ_1,λ_2,…,λ_p,are constants α=(α_1,α_2,…,α_p) is a random vector and {ξ_n;n=0,±1,±2,…} is a wide-sense stationary sequence with zero means.In [4],theorem about thestrong consistent estimates of λ_1,λ_2.…,λ_p and α are proved under the assumption that α is a constantvector and p and δ are known constants such that0<δ<(?){λ_i-λ_j}.The main purpose of the present paper is to prove theorems on the strong consistent estimates ofparameters p,λ_1,λ_2,…,λ_p and random vector α without knowing p and δ.Numerical examples arealso given to illustrate our method of estimation. 相似文献
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在右删失情形下,基于二元风险函数的核估计,我们对Clayton模型中的关联参数给出了一种新的估计方法.新的估计量具有相合性和渐近分布,随机模拟也显示这种估计方法是非常有效的. 相似文献
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In this paper,the estimation of joint dlstribution F(y,z)of(Y,Z)and the estimation in thelinear regression model Y=b'Z+εfor complete data are extended to that of the right censored data.Theregression parameter estimates of b and the variance of ε are weighted least square estimates with randomweights. The central limit theorems of the estimators are obtained under very weak conditions and the derivedasymptotic variance has a very simple form. 相似文献
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ESTIMATION OF THE MIXED AR AND HIDDEN PERIODIC MODEL 总被引:4,自引:0,他引:4
何书元 《应用数学学报(英文版)》1997,13(2):196-208
ThisresearchissupportedbytheNationalNaturalScienceFoundationofChina.1.IntroductionGeneralizedhiddenperiodicmodelhasthefollowingformwhereacisthesetofallpositiveintegers,('~{((t);tEac}isastationarysequencewithzeromeanandcontinuousspectraldensity,i=n,qisanonnegativeinteger,'f=0,X=(Al,Az,',A,)isarealvectorwith--T相似文献
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乘积极限估计的重对数律 总被引:1,自引:1,他引:0
利用右删失数据估计寿命分布时,常用乘积极限估计.本文给出乘积极限估计是均匀强相合估计的充要条件.证明乘积极限估计的均匀收敛的重对数律. 相似文献
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何书元 《应用数学学报(英文版)》1994,10(1):12-33
ESTIMATINGADISTRIBUTIONFUNCTIONWITHTRUNCATEDDATAHESHUYUAN(何书元)(DepartmentofProbabilityandStatistics,PekingUniversityBeijing10... 相似文献