Parameter estimation for the simple self-correcting point process

DOI10.1007/BF00050781MaRDI QIDQ916288zbMATH OpenOpenAlexFDO

Authors Nobuo Inagaki, Toshiharu Hayashi

Publication date 1990

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00050781

zbMATH Keywords

ergodicitymaximum likelihood estimatorslocal asymptotic normalitytransition probabilityLANinvariant distributionself-correcting point processstress release process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)

Recommendations

• Publication:4891960
• scientific article; zbMATH DE number 19727
• scientific article; zbMATH DE number 3894311
• On a singularity occurring in a self-correcting point process model
• Laws of large numbers in self-correcting point processes

Cites work

• scientific article; zbMATH DE number 3862279 (Why is no real title available?)
• scientific article; zbMATH DE number 4107861 (Why is no real title available?)
• scientific article; zbMATH DE number 19727 (Why is no real title available?)
• scientific article; zbMATH DE number 3599249 (Why is no real title available?)
• A self-correcting point process
• Inference for earthquake models: A self-correcting model
• Laws of large numbers in self-correcting point processes
• On the moments of a self-correcting process

Cited in

(9)

• Some problems in nonparametric inference for the stress release process related to the local time
• Asymptotic inference for semimartingale models with singular parameter points
• On a singularity occurring in a self-correcting point process model
• Laws of large numbers in self-correcting point processes
• Partial self-exciting point processes and their parameter estimations
• Efficient parameter estimation for self-similar processes
• scientific article; zbMATH DE number 3999082 (Why is no real title available?)
• On the moments of a self-correcting process
• scientific article; zbMATH DE number 926564 (Why is no real title available?)

This page was built for publication: Parameter estimation for the simple self-correcting point process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q916288)