KMS Of Academy of mathematics and systems sciences, CAS
The indirect method for stochastic logistic growth models | |
Hu Xuemei1,2 | |
2017 | |
发表期刊 | COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
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ISSN | 0361-0926 |
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 |
DOI | 10.1080/03610926.2015.1019152 |
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 |
推荐引用方式 GB/T 7714 | 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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