English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 112721/143689 (78%)
Visitors : 49534730      Online Users : 852
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    政大機構典藏 > 理學院 > 應用數學系 > 學位論文 >  Item 140.119/89768
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/89768


    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
    何秀敏
    Date: 1991
    1990
    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

    1. Anderson, T. and Goodman, L. (1957). Statistical inference about Markov chains.
    Ann. Math. Statist. 28, pp. 89-110.
    2. Athreya, K. B. and Fuh, C. D. (1989). Bootstrapping Markov chains: Countable
    case. Technical Report: B-89-7, Institute of Statistical Science, Academia Sincia,
    Taipei, Taiwan, ROC.
    3. Bartlett, M. S. (1951). The frequency goodness of fit test for probability chains. Proc.Carnb. Phil. Soc. 47, pp. 86-95.
    4. Basawa, I. V. and Prakasa Rao, B. L. S. (1980). Statistical inference for stochastic
    processes. Academic Press, New York.
    5. Billingsley, P. (1961). Statistical inference for Markov Processes. The University of
    Chicago Press, Chicago.
    6. Cinlar, E. (1975). Introduction to Stochastic Processes. pp. 106-168. Prentice-Hall,
    Englewwood Cliffs, N. J.
    7. Doob, J. L. (1953). Stochastic processes. p.228 and p.232. Springer- Verlag, Berlin.
    8. Efron, B. (1982). The Jackknife, the Bootstrap and Other Resampling Plans. SIAM,
    Philadelphia.
    9. Kulperger, R. J. and Prakasa Rao, B. L. S. (1990). Bootstrapping a finite state
    Markov chains. Sankhya A 51, Pt. 2, pp. 178-191.
    10. Kemeny, J. G. and Snell, J. L. (1960). Finite Markov chains. pp. 69-71. SpringerVerlage,New York.
    11. Rao, C. R. (1973). Linear statistkal inference and its applications. pp. 363-366.
    Wieley: New York.
    Description: 碩士
    國立政治大學
    應用數學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002005104
    Data Type: thesis
    Appears in Collections:[應用數學系] 學位論文

    Files in This Item:

    File SizeFormat
    index.html0KbHTML2380View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback