| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9953308 | Statistics & Probability Letters | 2018 | 7 Pages |
Abstract
In this paper, two new estimators based on the spirit of the best linear unbiased estimators are separately developed for homogeneous gamma process. Both estimators can be computed recursively, and have high efficiency. We compare the two new estimators with those of Paroissin (2017) by simulations, and find that ours have smaller biases and mean squared errors.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Ancha Xu, Lijuan Shen,