FANG Xiangzhong. THE LAW OF ITERATED LOGARITHMS OF MAXIMUM LIKELIHOOD ESTIMATE FOR WEIBULL PROCESSESJ. Chinese Journal of Applied Probability and Statistics, 1994, 10(3): 314-319.
Citation:
FANG Xiangzhong. THE LAW OF ITERATED LOGARITHMS OF MAXIMUM LIKELIHOOD ESTIMATE FOR WEIBULL PROCESSESJ. Chinese Journal of Applied Probability and Statistics, 1994, 10(3): 314-319.
FANG Xiangzhong. THE LAW OF ITERATED LOGARITHMS OF MAXIMUM LIKELIHOOD ESTIMATE FOR WEIBULL PROCESSESJ. Chinese Journal of Applied Probability and Statistics, 1994, 10(3): 314-319.
Citation:
FANG Xiangzhong. THE LAW OF ITERATED LOGARITHMS OF MAXIMUM LIKELIHOOD ESTIMATE FOR WEIBULL PROCESSESJ. Chinese Journal of Applied Probability and Statistics, 1994, 10(3): 314-319.
THE LAW OF ITERATED LOGARITHMS OF MAXIMUM LIKELIHOOD ESTIMATE FOR WEIBULL PROCESSES
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.