Weibull过程参数最大似然估计的重对数律

THE LAW OF ITERATED LOGARITHMS OF MAXIMUM LIKELIHOOD ESTIMATE FOR WEIBULL PROCESSES

  • 摘要: 木文对Weibull过程证明了当观测时间趋于无穷大时参数的最大似然估计的收敛速度符合重对数律.对一类与之相关的非齐次Poisson过程也得到了类似的结果.

     

    Abstract: For Weibull processes, when the observed time tends to infinite, the law of iterated logarithms about the convergence rate of the maximum likelihood estimate of the parameters is proved. A similiar result about a class of related non-homogeneous Poisson processes is also obtained.

     

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