Histogram maximum likelihood estimator in the multiplicative intensity model (Q1118959)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Histogram maximum likelihood estimator in the multiplicative intensity model |
scientific article |
Statements
Histogram maximum likelihood estimator in the multiplicative intensity model (English)
0 references
1989
0 references
The maximum likelihood estimator of a deterministic function of the stochastic intensity of a point process is derived by the method of sieves. Consistency and asymptotic normality of this estimator are proved.
0 references
psi-mixing
0 references
multiplicative intensity model
0 references
maximum likelihood estimator
0 references
point process
0 references
method of sieves
0 references
Consistency
0 references
asymptotic normality
0 references
