非线性联合均值方差模型的统计分析
Statistical Analysis for Nonlinear Joint Mean and Variance Models
摘要: 在提出非线性均值方差模型的基础上，研究了该模型中未知参数的估计问题。主要是基于Gauss-Newton迭代算法给出该模型中未知参数的极大似然估计。通过大量随机模拟实验验证了所提出方法的有效性。最后，结合实际问题数据验证了该模型与方法具有实用性和可行性。
Abstract: We propose nonlinear joint mean and variance models in this paper and investigate the estimate for unknown parameters in the model based on Gauss-Newton iterative algorithm. Furthermore, we make some simulations to show that the proposed procedure works satisfactorily. Lastly, two real examples are presented to illustrate the proposed methodology.
文章引用：周梦齐, 徐登可, 杨佳红, 王梦滢. 非线性联合均值方差模型的统计分析[J]. 统计学与应用, 2014, 3(2): 68-75. https://dx.doi.org/10.12677/SA.2014.32010

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