内江师范学院学报
內江師範學院學報
내강사범학원학보
JOURNAL OF NEIJIANG TEACHERS COLLEGE
2015年
6期
15-17
,共3页
临界情况%带移民的连续状态分枝过程%参数估计
臨界情況%帶移民的連續狀態分枝過程%參數估計
림계정황%대이민적련속상태분지과정%삼수고계
critical case%continuous state branching process with immigration%parameter estimation
考虑了临界情况下带移民的连续状态分枝过程在分枝率ε趋于零时参数的最小二乘估计，建立了当分枝率ε趋于零和观察频率趋于无穷大同时发生时，参数的最小二乘估计值收敛于真实值的收敛速度，即中心极限定理和中偏差原理。
攷慮瞭臨界情況下帶移民的連續狀態分枝過程在分枝率ε趨于零時參數的最小二乘估計，建立瞭噹分枝率ε趨于零和觀察頻率趨于無窮大同時髮生時，參數的最小二乘估計值收斂于真實值的收斂速度，即中心極限定理和中偏差原理。
고필료림계정황하대이민적련속상태분지과정재분지솔ε추우령시삼수적최소이승고계，건립료당분지솔ε추우령화관찰빈솔추우무궁대동시발생시，삼수적최소이승고계치수렴우진실치적수렴속도，즉중심겁한정리화중편차원리。
The least squares estimation for the parameter of the critical case of continuous state branching process with immigration is put under examination when the branching rateεapproaches zero.The velocity of the parameter when its least squares estimation value converges its real value is established when the branching rateε→0 and the discrete observation fre-quency approaches infinitely great simultaneously,namely the central limit theorem and the moderate deviation principle.
