JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2017, Vol. 52 ›› Issue (8): 53-57.doi: 10.6040/j.issn.1671-9352.0.2016.576

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Parametric estimations for renewal-geometric process

LIANG Xiao-lin, GUO Min, LI Jing   

  1. 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

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

CLC Number: 

  • O212
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