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.
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)