摘要
应用随机分析的方法，得到了利用广义的Ｇａｎｉｎｉａ过程，依赖于［０，ｔ］时间内跳量绝对值不小于ε（ε＞０）的样本信息，作出参数的最大似然估计的渐近性质。并证明了当ε固定，ｔ→∞时是强相合的；而当ｔ固定，ε→０时，只有部分参数存在强相合估计．且所有强相合估计的ａ．ｓ．收敛速度符合重对数律．
By using the calculus,the maximum likelihood estimatiors of the paramatersof generalized gamma processes based on the information, on a given time interval [0,t],of thejumps of size greater than or equal to ε are proved to be sfrongly consistent a8 t tends toinfinity,while εis fixed. However,as ε tends to 0 and t is fixed,only some paramaters havestrongly consistent estimaters Moreover. we also prove that the convergent rates fit the law ofthe iterated logarithm for the strongly consistent estimators.
出处
《华东理工大学学报（自然科学版）》
CAS
CSCD
1995年第3期392-399,共8页
Journal of East China University of Science and Technology
关键词
独立增量过程
中心极限定理
广义格码过程
统计
process with independent increments
martingalet central limit theorem
lawof iterated logarithm
generalized Gamma process
