Algorithm for the exact likelihood of a counting process (Q3776451): Difference between revisions
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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 15:51, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithm for the exact likelihood of a counting process |
scientific article |
Statements
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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