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指数多项式模型中参数最大似然估计的收敛速度
  • ISSN号：1001-7011
  • 期刊名称：《黑龙江大学自然科学学报》
  • 时间：0
  • 分类：O241.81[理学—计算数学;理学—数学]
  • 作者机构：[1]北京大学数学科学学院,北京100871
  • 相关基金：国家自然科学基金资助项目（10731010）; 教育部博士点基金资助项目（20090001110005）
作者： 房祥忠[1], 陈家鼎[1]
关键词： 非齐次Poisson过程, 最大似然估计, 收敛速度, 重对数律, nonhomogeneous Poisson processes, MLE, convergence rate, law of iterated logrithem
中文摘要：

强度随时间变化的非齐次Possion过程在很多领域应用广泛。对一类非常广泛的非齐次Poisson过程—指数多项式模型,得到了当观测时间趋于无穷大时,参数的最大似然估计的＂最优＂收敛速度。

英文摘要：

The model of nonhomogeneous Poisson processes with varying intensity function is applied in many fields.The best convergence rate for the maximum likelihood estimate（MLE） of exponential polynomial model,which is a kind of wide used nonhomogeneous Poisson processes,is given when time going to infinity.

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期刊信息
  • 《黑龙江大学自然科学学报》
  • 北大核心期刊（2011版）
  • 主管单位:黑龙江省教育厅
  • 主办单位:黑龙江大学
  • 主编：霍丽华
  • 地址：哈尔滨市学府路74号
  • 邮编：150080
  • 邮箱：hdxb@vip.sohu.com
  • 电话：0451-86608818
  • 国际标准刊号：ISSN：1001-7011
  • 国内统一刊号：ISSN：23-1181/N
  • 邮发代号:14-114
  • 获奖情况:
  • 国内外数据库收录:
  • 美国化学文摘（网络版）,美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）
  • 被引量:4204