Optimality properties of empirical estimators for multivariate point processes

DOI10.1006/JMVA.1994.1022MaRDI QIDQ1328349zbMATH OpenOpenAlexFDO

Authors Wolfgang Wefelmeyer, Priscilla Greenwood

Publication date 6 February 1995

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1994.1022

zbMATH Keywords

efficient estimationMarkov chainscompensatorlocal asymptotic normalitymultivariate point processempirical estimatorinvariant distributionMarkov step processesassociated linear functionalhomogeneous and pointwise recurrent processesrandom jump measure

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

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(2)

• Lower bounds on the approximation of the multivariate empirical process
• Differentiablity of point process models and asymptotic efficiency of differentiable functionals

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