Recursive approximate maximum likelihood estimation for a class of counting process models
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Publication:1182759
DOI10.1016/0047-259X(91)90099-NzbMath0739.62069MaRDI QIDQ1182759
Publication date: 28 June 1992
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
consistency; Lyapunov functions; recursive algorithm; counting process; least squares estimation; intensity; approximations of maximum likelihood estimators; weak convergence for martingales
60F05: Central limit and other weak theorems
62M09: Non-Markovian processes: estimation
60G44: Martingales with continuous parameter
62L12: Sequential estimation
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