参数估计

Based on Hankel's matrix method and augmented least square recursive algorithm,the paper features the recursive least squares method of nonlinear parameter estimation with forgetting factor by introducing the constraint indicator of ...

依据Hankel矩阵法，在参数估计准则函数中加入待估参数的增量约束项和遗忘因子，并结合增广最小二乘递推算法，提出一种具有遗忘因子的非线性参数估计的递推最小二乘法。

Furthermore, the situation of the targets and imaging devices considering noise is studied. The recurrence formula of parameter estimation and the steady variance of estimation error are given.

进一步研究了目标受到干扰及成像设备存在噪声情况下的目标运动参数的估计问题，得到了参数估计的递推公式，并给出了估计误差稳态方差的范围。

And, a new method for estimating two parameters of Weibull distribution from lognormal distribution parameters is obtained.

在理论上，沟通了两分布间的联系，藉此可利用对数正态分布参数估计威布尔分布参数，从而得到了一种新的两参数威布尔分布的估计方法。

A new method for estimating parameters is proposed due to the characteristics of artificial fish school algorithm such as overcoming the local optimal value and robustness. Firstly, the parameters of production function are constructed into the artificial fish and residual sum of squares is designed into the function of food consistence, secondly, the parameters of production function are estimated by the random behavior, preying behavior, swarming behavior and following behavior.

基于人工鱼群算法能够克服局部极值、鲁棒性强等特点，给出了一种生产函数中参数估计的通用新方法，该方法首先将生产函数模型中的参数构造成人工鱼模型，利用残差平方和设计食物浓度函数，然后通过人工鱼的随机、觅食、聚群、追尾等行为，对生产函数中的参数进行估计。

Results the parameter estimates and it's stability of linear regression models is associated with the variation of explanatory variable between and within level 2units,and the relationship of parameter estimates and it's stability between linear regression models and variance component model is associated with level 2 residual variance or intatra-unit correlation.

结果 线性回归模型参数估计以及估计的稳定性与自变量在水平2单位间和水平2单位内的变异大小有关，线性因归模型与方差成分模型参数估计及其稳定性的关系与水平2残差方差或单位内相关系数大小有关。

In this chapter, not only Extensed ACD Model, which took higher-order moments、 strict stationarity、 geometric ergodicity and a-mixing property with exponential decay as its sufficient and included most of the present forms of ACD Models was expounded, Box-Cox transformation was carried out by figurate the parameter of ?

尽管关于ACD的实证研究已经十分丰富，却很少有人把注意力放在条件期间模型设定的测试上，本章探讨了关于ACD模型统计性质研究的最新成果，并研究采用两步法来测试条件期间模型的误差项的分布，第一步包括通过QML估计条件期间过程，以获得误差的一致估计；第二步衡量基准密度的参数和非参数估计与残差的风险率函数之间的紧密度。

Qualitative simulation prototype for product life circle ;2. On the basis of Bass model and product life circle model with repurchase,the author brings out the repurchasing model,discusses the estimate method of parameter in details,and analyzes the diffusion process of bank card industry as well as the sensibility of the parameters.

在分析巴斯模型和重复购买的产品生命周期模型等的基础上，提出重复购买模型，详细讨论该模型的参数的估计法，分析银行卡产业的扩散及参数灵敏度，在此基础上使用模型做产品销量预测，表明模型的参数估计方法及预测方法的有效性和产业相关性的影响度。

This paper studies the question of estimation of parameters in the mixture of two normal distributions.

对两混合正态分布的参数估计问题进行了研究，在传统的极大似然估计的基础上运用EM算法来求解参数估计。

Third, this study completely derives and proves the asymptotic characteristics and distributions of the quasi maximum likelihood estimators and testing the theoretical performance by Monte-Carlo simulation.

三、本研究基于拟极大似然方法对一类动态空间固定效应模型的参数进行估计，系统地推导和证明了参数估计量的渐近性质和渐近分布；并基于Monte-Carlo模拟实验对估计量渐近性质进行检验。

First,owing to the wide range of use of WeibuU distribution,we propose the Weibull MTD model,which has improved the MTD model based on Gaussian distribution in some thick-tailed cases;Second,some stationarity properties of the model are discussed;After that,we apply the standard EM algorithm to mixture models to get the estimation equations and then expose bootstrap method to calculate confidence region of the parameters;Finally,some simulations and an example are analyzed in detail,which show that when analyzing nonstandard date,such as financial date,insurance date and so on,it is more proper for estimation to use the Weibull MTD model than the Gaussian MTD model.

首先给出基于Weibull分布的混合转移分布模型的一阶与k阶平稳的充分必要条件；接着，应用EM算法，得到了参数的极大似然估计及它们的标准误差；然后，应用Bootstrap方法，得到了参数的置信区间；最后，通过模拟与实例分析，说明该模型在分析来自金融、保险等某些厚尾分布的数据时，在参数估计方面的表现优于高斯混合转移分布模型。

The split between the two groups can hardly be papered over.

这两个团体间的分歧难以掩饰。

This approach not only encourages a greater number of responses, but minimizes the likelihood of stale groupthink.

这种做法不仅鼓励了更多的反应，而且减少跟风的可能性。