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pro vyhledávání: '"J. I. Hewitt"'
Autor:
J. I. Hewitt, B. M. Brown
Publikováno v:
Journal of Applied Probability. 12:588-594
For the diffusion branching process, we consider a method of inference that is essentially sequential in nature. The method allows us to simplify the natural sufficient statistics involved, and we are able to get their distributions quite easily by t
Autor:
J. I. Hewitt, Bruce M. Brown
Publikováno v:
Journal of Applied Probability. 12:228-238
We investigate the large-sample behaviour of maximum likelihood estimates (MLE's) of the parameters of a diffusion process, which is observed throughout continuous time. The results (limit normal distribution for the MLE and an asymptotic chi-squared
Publikováno v:
Occupational and Environmental Medicine. 42:43-50
A study of 2800 workers employed in three factories of the two major manufacturers of enzymatic products in the United Kingdom covering 11 years of operation from 1969 to 1980 showed that 2344 workers had sufficient lung function data to meet the ope
Autor:
B. M. Brown, J. I. Hewitt
Publikováno v:
Journal of Applied Probability. 12:228-238
We investigate the large-sample behaviour of maximum likelihood estimates (MLE's) of the parameters of a diffusion process, which is observed throughout continuous time. The results (limit normal distribution for the MLE and an asymptotic chi-squared