|
4.
Analysis of Data from a Series of Events by a Geometric Process Model
Yeh Lam, Li-xing Zhu, Jennifer S. K. Chan, Qun Liu
应用数学学报(英文版)
2004, 1 (2):
263-282.
Geometric process was first introduced by
Lam$^{[10,11]}$. A stochastic process $\{X_{i}, \ i = 1, 2,\cdots
\}$ is called a geometric process (GP) if, for some $a > 0, \{a^{i-1}X_{i}, \ i = 1, 2,\cdots \}$ forms a renewal process.
In this paper, the GP is used to analyze the data from a series of
events. A nonparametric method is introduced for the estimation
of the three parameters in the GP. The limiting distributions of
the three estimators are studied. Through the analysis of some
real data sets, the GP model is compared with other three
homogeneous and nonhomogeneous Poisson models. It seems that on
average the GP model is the best model among these four models in
analyzing the data from a series of events.
相关文章 |
多维度评价
|
|