期刊论文

Parametric Estimations of Renewal-geometric rocess Based on Adaptive Lasso

中文

经济数学

1007-1660

2017

34

2

43-46

10.3969/j.issn.1007-1660.2017.02.008

湖南省教育厅重点项目资助（17A003）；

本校为第一机构

根据更新几何过程的定义和性质,运用lasso类方法构建模型获取其参数估计,并通过数值模拟进行检验,验证了该方法是有效的.在具有不同更新几何过程比率的条件下,比较了lasso和自适用 lasso两种方法的估计,结果表明自适用lasso方法更适合更新几何过程的参数估计.

According to the definition and the properties of renewal-geometric process , the Lasso type method was used to establish a model for the parameter estimation. Some simulation experiments were performed in the test, and the results show that the proposed method is effective. This article compared the performance of Lasso and adaptive Lasso method in different rates,which shows that adaptive Lasso method is more suitable for re...