Improved on-line estimation for gamma process

被引：6
|
作者：
Xu, Ancha [1 ]
Shen, Lijuan [2 ]
机构：
[1] Wenzhou Univ, Dept Math, Wenzhou 325035, Zhejiang, Peoples R China
[2] Natl Univ Singapore, Dept Ind Syst Engn & Management, Singapore, Singapore
来源：
STATISTICS & PROBABILITY LETTERS | 2018年 / 143卷
关键词：
On-line estimation; Gamma process; Inverse Gaussian process; Linear estimation; Wiener process; INVERSE GAUSSIAN PROCESS; DEGRADATION ANALYSIS; MODEL;
D O I：
10.1016/j.spl.2018.07.021
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, two new estimators based on the spirit of the best linear unbiased estimators are separately developed for homogeneous gamma process. Both estimators can be computed recursively, and have high efficiency. We compare the two new estimators with those of Paroissin (2017) by simulations, and find that ours have smaller biases and mean squared errors. (C) 2018 Elsevier B.V. All rights reserved.
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页码：67 / 73
页数：7
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