Maximum likelihood estimation for stationary point processes

DOI10.1073/PNAS.83.3.541MaRDI QIDQ3723533zbMATH OpenOpenAlexWikidataFDO

Authors Pham Dinh Tuan, Madan L. Puri

Publication date 1986

Published in Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1073/pnas.83.3.541

zbMATH Keywords

Approximationsasymptotically normalcentral limit theoremlikelihood function of a point processlog likelihoodnatural increasing processpredictable processstochastic intensitystrong consistencystrong law of large numbers

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Asymptotic properties of parametric estimators (62F12) Parametric inference (62F99) Non-Markovian processes: estimation (62M09)

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