The asymptotic behaviour of maximum likelihood estimators for stationary point processes

DOI10.1007/BF02480216zbMath0451.62067OpenAlexW1972754097MaRDI QIDQ1148093

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1007/bf02480216

zbMATH Keywords

maximum likelihood estimators efficient consistent stationary point processes asymptotically normal delayed renewal process Hawkes self-exciting process Wold process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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