Maximum likelihood estimation for doubly stochastic poisson processes with partial observations (Q3709702)
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scientific article; zbMATH DE number 3938360
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| English | Maximum likelihood estimation for doubly stochastic poisson processes with partial observations |
scientific article; zbMATH DE number 3938360 |
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Maximum likelihood estimation for doubly stochastic poisson processes with partial observations (English)
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1986
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consistency
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asymptotic normality
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convergence of the moments
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asymptotic efficiency
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point processes
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point process filtering
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intensity parameter estimation
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doubly stochastic Poisson process
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unobservable diffusion process
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nonlinear filtering approach
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conditional likelihood ratio
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Girsanov theorem
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Zakai equation
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ergodic case
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0.8301587700843811
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0.8203643560409546
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0.8110964298248291
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