Histogram maximum likelihood estimator in the multiplicative intensity model
DOI10.1016/0304-4149(89)90108-7zbMath0669.62081OpenAlexW2024332523MaRDI QIDQ1118959
Publication date: 1989
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(89)90108-7
asymptotic normalitypoint processmaximum likelihood estimatormultiplicative intensity modelConsistencymethod of sievespsi-mixing
Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Signal detection and filtering (aspects of stochastic processes) (60G35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Cites Work
- Cox's regression model for counting processes: A large sample study
- Convergence of sums of mixing triangular arrays of random vectors with stationary rows
- Inference for earthquake models: A self-correcting model
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- Inference for thinned point processes, with application to Cox processes
- Maximum likelihood estimation in the multiplicative intensity model via sieves
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- Nonparametric maximum likelihood estimation by the method of sieves
- Nonparametric inference for a family of counting processes
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