Maximum likelihood estimation in the multiplicative intensity model via sieves
DOI10.1214/aos/1176350356zbMath0628.62086MaRDI QIDQ1093292
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350356
local asymptotic normality; central limit theorem; maximum likelihood estimators; sieve estimators; method of sieves; strong and weak consistency; multiplicative intensity process; martingale estimators; Martingale limit theorems; unbounded log-likelihood functions
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
60F05: Central limit and other weak theorems
62M09: Non-Markovian processes: estimation
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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