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Stochastinio genetinio modelio ir CKLS lygties parametrų vertinimas / Estimation of parameters of stochastic genetic model and ckls equation

Darbe yra vertinami stochastinio genetinio modelio ir CKLS lygties parametrai pasinaudojant sprendinio stacionariuoju tankiu. Atlikti skaičiavimai parodo, kad SDL parametrai yra ,,gerai" įvertinami, esant pakankamai dideliam stebėjimų skaičiui, pvz.: N = 10 000. Skaičiavimams atlikti sukurta kompiuterinė programa. / In this work estimation of parameters of stochastic genetic model and CKLS equation using process stationary density is presented. The research shows that SDE parameters are estimated "well" when we have large number of observations, e.g. N = 10 000. Application is created to carry out calculations.

Identiferoai:union.ndltd.org:LABT_ETD/oai:elaba.lt:LT-eLABa-0001:E.02~2006~D_20140702_192433-71695
Date02 July 2014
CreatorsJusel, Jaroslav
ContributorsMackevičius, Vigirdas, Skakauskas, Vladas, Vilnius University
PublisherLithuanian Academic Libraries Network (LABT), Vilnius University
Source SetsLithuanian ETD submission system
LanguageLithuanian
Detected LanguageEnglish
TypeMaster thesis
Formatapplication/pdf
Sourcehttp://vddb.library.lt/obj/LT-eLABa-0001:E.02~2006~D_20140702_192433-71695
RightsUnrestricted

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