scientific article
Publication:4000186
zbMath0733.62088MaRDI QIDQ4000186
Publication date: 18 September 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic propertiesstate estimationhypothesis testingMarkov renewal processesmartingale methodsrenewal processesdistribution theorymarked point processesmaximum likelihood estimatorsPoisson processesexercisesmultiplicative intensity modelnonparametric inferencerandom measuresempirical measuresCox regression modelcompensatorsPalm distributionsgeneral state spaceempirical functionalsstochastic intensitiesempirical Laplace functionalsempirical Palm distributionsestimation of functionals of point processesintensity theorylarge-sample properties of martingale estimatorsmartingale method of inferencerepresentation of martingales driven by point processes
Inference from spatial processes (62M30) Non-Markovian processes: estimation (62M09) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes (62M99) Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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