Analysis of Data from a Series of Events by a Geometric Process Model

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    摘要 GeometricprocesswasfirstintroducedbyLam^[10,11].Astochasticprocess{Xi,i=1,2,...}iscalledageometricprocess(GP)if,forsomeα>0,{a^i-1Xi,i=1,2,...}formsarenewalprocess.Inthispaper,theGPisusedtoanalyzethedatafromaseriesofevents.AnonparametricmethodisintroducedfortheestimationofthethreeparametersintheGP.Thelimitingdistributionsofthethreeestimatorsarestudied.Throughtheanalysisofsomerealdatasets,theGPmodeliscomparedwithotherthreehomogeneousandnonhomogeneousPoissonmodels.ItseemsthatonaveragetheGPmodelisthebestmodelamongthesefourmodelsinanalyzingthedatafromaseriesofevents.
    机构地区 不详
    出版日期 2004年02月12日(中国Betway体育网页登陆平台首次上网日期,不代表论文的发表时间)
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