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The indirect method for stochastic logistic growth models
Hu Xuemei1,2
2017
发表期刊COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN0361-0926
卷号46期号:3页码:1506-1518
摘要We developed the indirect method for stochastic logistic growth models involving both birth and death rates in the drift and diffusion coefficients, and not only propose two indirect estimators, but also construct a likelihood ratio-type indirect statistic for testing hypotheses concerning parameters. Simulations show that the proposed two indirect estimators can correct the discretization bias, and the proposed indirect test possesses very good estimated power and size.
关键词Indirect inference likelihood ratio-type indirect test stochastic logistic growth models 62G08 62G20
DOI10.1080/03610926.2015.1019152
语种英语
资助项目National Natural Science Foundation of China[11101452] ; Ministry of Education Humanity Social Science Research Project of China[15YJC910002] ; Natural Science Foundation of CQ CSTC[2015jcyjA00017] ; SCR of Chongqing Municipal Education Commission[KJ1400613] ; National Basic Research Program of China (973 Program)[2011CB808000]
WOS研究方向Mathematics
WOS类目Statistics & Probability
WOS记录号WOS:000387274200032
出版者TAYLOR & FRANCIS INC
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/24048
专题中国科学院数学与系统科学研究院
通讯作者Hu Xuemei
作者单位1.Chongqing Technol & Business Univ, Sch Math & Stat, Beijing 400067, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
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Hu Xuemei. The indirect method for stochastic logistic growth models[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,2017,46(3):1506-1518.
APA Hu Xuemei.(2017).The indirect method for stochastic logistic growth models.COMMUNICATIONS IN STATISTICS-THEORY AND METHODS,46(3),1506-1518.
MLA Hu Xuemei."The indirect method for stochastic logistic growth models".COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 46.3(2017):1506-1518.
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