FANG Xiangzhong, . THE LAW OF ITERATED LOGARITHMS OF MAXIMUM LIKELIHOOD ESTIMATE FOR WEIBULL PROCESSES[J]. 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 PROCESSES[J]. 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.
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