论文标题
关于马尔可夫Q过程的结构参数估计
On structural parameter estimation of the Markov Q-process
论文作者
论文摘要
在本文中,我们考虑了一个随机模型,该模型称为Markov Q-Processes,形成了连续的马尔可夫人口系统。 Markov Q-Processes定义为随机马尔可夫分支过程,轨迹在偏远的未来继续进行。马尔可夫Q过程的结构参数的估计是本文的主要目标。为了估计此参数,提出了Lotka-Nagaev类型的公正估计器。发现该估计量的方差的渐近扩展。
In the paper we consider a stochastic model which called Markov Q-processes that forms a continuous-time Markov population system. Markov Q-processes are defined as stochastic Markov branching processes with trajectories continuing in the remote future. Estimation of the structural parameter of the Markov Q-process is the main goal of this paper. To estimate this parameter, an unbiased estimator of the Lotka-Nagaev type is proposed. An asymptotic expansion of the variance of this estimator is found.