Parametric Bootstrap Methods for Estimating Model Parameters of Non-homogeneous Gamma Process
نویسندگان
چکیده
منابع مشابه
Parametric Bootstrap Methods for Estimating Model Parameters of Non-homogeneous Gamma Process
Non-Homogeneous Gamma Process (NHGP) is characterized by an arbitrary trend function and a gamma renewal distribution. In this paper, we estimate the confidence intervals of model parameters of NHGP via two parametric bootstrap methods: simulation-based approach and re-sampling-based approach. For each bootstrap method, we apply three methods to construct the confidence intervals. Through simul...
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ژورنال
عنوان ژورنال: International Journal of Mathematical, Engineering and Management Sciences
سال: 2018
ISSN: 2455-7749
DOI: 10.33889/ijmems.2018.3.2-013