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上临界受控分枝过程后代均值的条件最小二乘估计

Conditional Least Squares Estimators to the mean of Offsprings in a Supercritical Controlled Branching Process
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摘要 本文研究具有随机控制函数的受控分枝过程在上临界情形下其后代均值的加权条件最小二乘估计.在假设控制函数的期望和方差满足一定的条件下,证明了该估计量的强一致性以及它的渐近正态性. In this paper the weighted conditional least squares estimator of the mean of offsprings in a super- critical controlled branching process with a random control function is studied. Assuming some conditions on the expectation and variance of the control function, the strong consistency and the asymptotic normality of the estimator are proved.
出处 《数学理论与应用》 2016年第1期9-18,共10页 Mathematical Theory and Applications
基金 国家自然科学基金项目(11571052 11171044) 湖南省国土资源科技项目(2013-28) 长沙理工大学研究生科研创新项目(CX2015SS19)资助
关键词 随机控制函数 受控分枝过程 条件最小二乘估计 后代均值 Random control function Controlled branching process Conditional least squares estimatorMean of offsprings
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参考文献15

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