The approach of Li and Zhou(2014)is adopted to find the Laplace transform of occupation time over interval(0,a)and joint occupation times over semi-infinite intervals(-∞,a)and(b,∞)for a time-homogeneous diffusion pr...The approach of Li and Zhou(2014)is adopted to find the Laplace transform of occupation time over interval(0,a)and joint occupation times over semi-infinite intervals(-∞,a)and(b,∞)for a time-homogeneous diffusion process up to an independent exponential time e_(q)for 0<a<b.The results are expressed in terms of solutions to the differential equations associated with the diffusion generator.Applying these results,we obtain explicit expressions on the Laplace transform of occupation time and joint occupation time for Brownian motion with drift.展开更多
在水位流量关系曲线拟合中,非线性最小二乘法(Non-linear Least Square,NLS)是广泛运用的方法。但NLS中采用的对数变换有时不能起到稳定方差的作用,且没有考虑异方差会导致水位流量关系中的参数和流量估计值不可靠的问题。为了克服这个...在水位流量关系曲线拟合中,非线性最小二乘法(Non-linear Least Square,NLS)是广泛运用的方法。但NLS中采用的对数变换有时不能起到稳定方差的作用,且没有考虑异方差会导致水位流量关系中的参数和流量估计值不可靠的问题。为了克服这个局限性,采用Box-Cox变换进行改进,并利用极大似然估计法(MaximumLikelihood Estimation,MLE)对变换后的模型进行参数估计。结果表明:相比于NLS中的对数变换模型,基于Box-Cox变换模型能更好地得到稳定方差,更倾向产生正态分布。并且发现对数变换模型是Box-Cox变换模型的一个特例,因此Box-Cox变换模型能够更合理地推断水位流量关系,在实际应用中的适用范围更广。展开更多
基金Supported by the National Natural Science Foundation of China(12271062,11731012)by the Hunan Provincial National Natural Science Foundation of China(2019JJ50405)。
文摘The approach of Li and Zhou(2014)is adopted to find the Laplace transform of occupation time over interval(0,a)and joint occupation times over semi-infinite intervals(-∞,a)and(b,∞)for a time-homogeneous diffusion process up to an independent exponential time e_(q)for 0<a<b.The results are expressed in terms of solutions to the differential equations associated with the diffusion generator.Applying these results,we obtain explicit expressions on the Laplace transform of occupation time and joint occupation time for Brownian motion with drift.
文摘在水位流量关系曲线拟合中,非线性最小二乘法(Non-linear Least Square,NLS)是广泛运用的方法。但NLS中采用的对数变换有时不能起到稳定方差的作用,且没有考虑异方差会导致水位流量关系中的参数和流量估计值不可靠的问题。为了克服这个局限性,采用Box-Cox变换进行改进,并利用极大似然估计法(MaximumLikelihood Estimation,MLE)对变换后的模型进行参数估计。结果表明:相比于NLS中的对数变换模型,基于Box-Cox变换模型能更好地得到稳定方差,更倾向产生正态分布。并且发现对数变换模型是Box-Cox变换模型的一个特例,因此Box-Cox变换模型能够更合理地推断水位流量关系,在实际应用中的适用范围更广。