Optimality properties of empirical estimators for multivariate point processes (Q1328349)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimality properties of empirical estimators for multivariate point processes |
scientific article |
Statements
Optimality properties of empirical estimators for multivariate point processes (English)
0 references
6 February 1995
0 references
efficient estimation
0 references
multivariate point process
0 references
random jump measure
0 references
compensator
0 references
empirical estimator
0 references
local asymptotic normality
0 references
associated linear functional
0 references
homogeneous and pointwise recurrent processes
0 references
invariant distribution
0 references
Markov chains
0 references
Markov step processes
0 references