The indirect method for stochastic logistic growth models
文献类型:期刊论文
作者 | Hu Xuemei1,2 |
刊名 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
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出版日期 | 2017 |
卷号 | 46期号:3页码:1506-1518 |
关键词 | Indirect inference likelihood ratio-type indirect test stochastic logistic growth models 62G08 62G20 |
ISSN号 | 0361-0926 |
DOI | 10.1080/03610926.2015.1019152 |
英文摘要 | We developed the indirect method for stochastic logistic growth models involving both birth and death rates in the drift and diffusion coefficients, and not only propose two indirect estimators, but also construct a likelihood ratio-type indirect statistic for testing hypotheses concerning parameters. Simulations show that the proposed two indirect estimators can correct the discretization bias, and the proposed indirect test possesses very good estimated power and size. |
语种 | 英语 |
WOS记录号 | WOS:000387274200032 |
出版者 | TAYLOR & FRANCIS INC |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/24047] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Hu Xuemei |
作者单位 | 1.Chongqing Technol & Business Univ, Sch Math & Stat, Beijing 400067, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
推荐引用方式 GB/T 7714 | Hu Xuemei. The indirect method for stochastic logistic growth models[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2017,46(3):1506-1518. |
APA | Hu Xuemei.(2017).The indirect method for stochastic logistic growth models.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,46(3),1506-1518. |
MLA | Hu Xuemei."The indirect method for stochastic logistic growth models".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 46.3(2017):1506-1518. |
入库方式: OAI收割
来源:数学与系统科学研究院
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