Algorithm for the exact likelihood of a counting process (Q3776451): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/00207728708967158 / rank
 
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Property / cites work: Nonparametric inference for a family of counting processes / rank
 
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Property / cites work: Point processes and queues. Martingale dynamics / rank
 
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Property / cites work: Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations / rank
 
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Property / cites work: MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES / rank
 
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Property / cites work: Optimal estimation for semimartingales / rank
 
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Latest revision as of 14:51, 18 June 2024

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Algorithm for the exact likelihood of a counting process
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    Algorithm for the exact likelihood of a counting process (English)
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    1987
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    Poisson-gamma filter
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    exact maximum likelihood estimates
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    counting process model
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    Adaptive estimation
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    nonlinear intensity
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    Discrete-time models
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    unequally-spaced data
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