Pages that link to "Item:Q1901387"
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The following pages link to Local asymptotic normality of a sequential model for marked point processes and its applications (Q1901387):
Displaying 5 items.
- Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
- Consistent parametric estimation of the intensity of a spatial-temporal point process (Q1765758) (← links)
- Local asymptotic normality of truncated empirical processes (Q1807099) (← links)
- Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
- Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
