Asymptotic estimation of the parameters of multivariate point processes.

DOI10.1007/BF02465434MaRDI QIDQ1291232zbMATHFDO

Authors V. Kanišauskas

Publication date 14 June 1999

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

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

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