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高阶马尔可夫链的极限分布
SUMMARY The limit distribution of a Markov chain of order k > 1 is obtained under conditions weaker than those assumed by Raftery (1985). The results are shown to be valid also for arbitrary state space Markov sequences of order k > 1.
出生—扩散过程扩散系数的最大似然估计
The individuals of a population reproduce according to the linear birth process and simultaneously diffuse on the real line according to a Brownian motion process. The maximum likelihood estimator of the coefficient of diffusion is shown to be unbiased, strongly consistent and asymptotically normal under three different sampling schemes.