Asymptotic estimation of the parameters of multivariate point processes.

DOI10.1007/BF02465434zbMATH Open1127.62401MaRDI QIDQ1291232FDOQ1291232

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)

Cites Work

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• On the Uniform Approximation of Distributions of Sums of Independent Random Variables
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