更新几何过程的参数估计

doi:10.6040/j.issn.1671-9352.0.2016.576

山东大学学报（理学版） ›› 2017, Vol. 52 ›› Issue (8): 53-57.doi: 10.6040/j.issn.1671-9352.0.2016.576

更新几何过程的参数估计

梁小林,郭敏,李静

长沙理工大学数学与统计学院, 湖南长沙 410114

收稿日期:2016-12-05 出版日期:2017-08-20 发布日期:2017-08-03
作者简介:梁小林(1965— ),男,博士,副教授,研究方向为可靠性理论与应用统计. E-mail:lxlin1234@126.com
基金资助:
湖南省教育厅重点项目资助(17A003)

Parametric estimations for renewal-geometric process

LIANG Xiao-lin, GUO Min, LI Jing

School of Mathematics and Statistics, Changsha University of Science and Technology, Changsha 410114, Hunan, China

Received:2016-12-05 Online:2017-08-20 Published:2017-08-03

摘要/Abstract

摘要： 根据更新几何过程的定义和性质,通过交叉验证变点检测和改进的最小二乘方法得到了其参数估计,并进行了数值模拟,模拟结果表明该方法是有效的。

关键词: 最小二乘法, 参数估计, 更新几何过程, 交叉验证, 变点检测

Abstract: According to the definition and the properties of renewal-geometric process, we get the parametric estimation of renewal-geometric process by Change-points detection via cross-validation and the improved least-squares method. Some simulation experiments are performed, and the simulation results show that the proposed method is effective.

Key words: parametric estimation, change-points detection, renewal-geometric process, cross-validation, least-squares method

中图分类号:

O212

梁小林,郭敏,李静. 更新几何过程的参数估计[J]. 山东大学学报（理学版）, 2017, 52(8): 53-57.

LIANG Xiao-lin, GUO Min, LI Jing. Parametric estimations for renewal-geometric process[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2017, 52(8): 53-57.

参考文献

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更新几何过程的参数估计

Parametric estimations for renewal-geometric process

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