统计学与应用  >> Vol. 2 No. 4 (December 2013)

随机Logistic扩散污染模型的稳健广义矩估计
Robust Generalized Method of Moment Estimator for the Contaminated Stochastic Logistic Diffusion Model

DOI: 10.12677/SA.2013.24017, PDF, 下载: 2,581  浏览: 6,906  国家自然科学基金支持

作者: 胡雪梅:重庆工商大学数学与统计学院,重庆

关键词: 随机Logistic扩散污染模型稳健广义矩估计The Contaminated Stochastic Logistic Diffusion Model; Robust Generalized Method of Moment Estimator

摘要: 本文首次研究了維勒过程受污染的随机Logistic扩散模型,提出了稳健的广义矩估计方法。模拟表明所建立的稳健广义矩估计优于通常的极大似然估计。
Abstract: The Contaminated Stochastic Logistic Diffusion Model; Robust Generalized Method of Moment Estimator

文章引用: 胡雪梅. 随机Logistic扩散污染模型的稳健广义矩估计[J]. 统计学与应用, 2013, 2(4): 114-118. http://dx.doi.org/10.12677/SA.2013.24017

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