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Title: 參數化Markov鏈上的自助法
Bootstrapping Markov chains for parametric case
Authors: 何秀敏
Contributors: 傅承德
Date: 1991
Issue Date: 2016-05-02 17:07:38 (UTC+8)
Abstract: 設{ Xn ; n ? o } 為一不可約,單一週期及正常返(irreducible, aperiodicand positive recurrent) 的Markov 鏈,令其狀態空間(state space) S 為有限及移轉矩陣(transitionprobability matrix) P. 假設Pij’S 是某一個未知參數θ的函數,且此函數為已知,稱之為PjJ (θ) ,其值域屬於RK ,並令π是它的平接機率(stationary probability) ,給定一組己知的觀察值{ Xn; 0 ?j? n },令θn 為θ 的最大概似估計(maxirnumlikelihood estimator). 在本論文中,我們要利用自助法
Reference: References

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Description: 碩士
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Data Type: thesis
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