Filtered likelihood for point processes (Q1745614)

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Filtered likelihood for point processes
scientific article

    Statements

    title
    Filtered likelihood for point processes (English)
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    author
    Kay Giesecke
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    Gustavo Schwenkler
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    publication date
    18 April 2018
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    zbMATH Keywords
    point processes
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    filtering
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    efficient parametric inference
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    maximum likelihood
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    likelihood approximation
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    60G55
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    62F12
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    62P05
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    62P20
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    zbMATH DE Number
    6861166
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