Estimates of parameters of counting processes

MaRDI QIDQ584874zbMATH OpenFDO

Authors Yu. N. Lin'kov

Publication date 1982

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

counting processesBayes estimatormaximum likelihood estimatorslocal asymptotic normalityasymptotic minimax propertycontinuous compensatorsuniform asymptotic normalityuniform convergence of moments

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09)

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