隨機過程參數和之估計; Estimator for Sum of Parameters Based on Stochastic Processes Data

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/7815

Title:	隨機過程參數和之估計;Estimator for Sum of Parameters Based on Stochastic Processes Data
Authors:	張紘誠;Hung-Chen Chang
Contributors:	數學研究所
Keywords:	參數估計;estimator parameters
Date:	2002-06-05
Issue Date:	2009-09-22 11:06:09 (UTC+8)
Publisher:	國立中央大學圖書館
Abstract:	本文以卜瓦松過程,布朗運動,分支過程,隨機漫步和簡單線性過程為例,說明隨機過程參數和可以直接估計也可以間接估計.我們考慮之估計式包含m.l.e及Bayes估計式.我們對直接及間接估計方法做比較,比較的準則為收斂速度或均方差. The sum of parameters from stochastic processes like Poisson process,Brownian motion,brancing process,randon walk and simple linear process can be estimated directly or indirectly. We make comparisons brtween these two estimation procedures based on rate of converge or mean square error. The estimators considered here inciude m.l.e and Bayes estimator.
Appears in Collections:	[Graduate Institute of Mathematics] Electronic Thesis & Dissertation

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