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 e...

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Bibliographic Details
Main Authors: Yasuhiro Saito, Tadashi Dohi
Format: Article
Language:English
Published: Ram Arti Publishers 2018-06-01
Series:International Journal of Mathematical, Engineering and Management Sciences
Subjects:
Online Access:https://www.ijmems.in/assets//13-vol.-3%2c-no.-2%2c-167–176%2c-2018.pdf