更新幾何過程的參數(shù)估計(jì)
發(fā)布時(shí)間:2019-03-06 10:51
【摘要】:根據(jù)更新幾何過程的定義和性質(zhì),通過交叉驗(yàn)證變點(diǎn)檢測和改進(jìn)的最小二乘方法得到了其參數(shù)估計(jì),并進(jìn)行了數(shù)值模擬,模擬結(jié)果表明該方法是有效的。
[Abstract]:According to the definition and character of the update geometry process, the parameter estimation is obtained by cross-verification and improved least-square method, and the numerical simulation is carried out. The simulation results show that the method is effective.
【作者單位】: 長沙理工大學(xué)數(shù)學(xué)與統(tǒng)計(jì)學(xué)院;
【基金】:湖南省教育廳重點(diǎn)項(xiàng)目資助(17A003)
【分類號】:O213.2
[Abstract]:According to the definition and character of the update geometry process, the parameter estimation is obtained by cross-verification and improved least-square method, and the numerical simulation is carried out. The simulation results show that the method is effective.
【作者單位】: 長沙理工大學(xué)數(shù)學(xué)與統(tǒng)計(jì)學(xué)院;
【基金】:湖南省教育廳重點(diǎn)項(xiàng)目資助(17A003)
【分類號】:O213.2
【參考文獻(xiàn)】
相關(guān)期刊論文 前3條
1 梁小林;牛彩云;田學(xué);;更新幾何過程及相關(guān)性質(zhì)[J];應(yīng)用概率統(tǒng)計(jì);2015年04期
2 ;Change-point estimation for censored regression model[J];Science in China(Series A:Mathematics);2007年01期
3 林W,
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