Asymptotic estimation of the parameters of multivariate point processes.

DOI10.1007/BF02465434zbMath1127.62401MaRDI QIDQ1291232

V. Kanishauskas

Publication date: 14 June 1999

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

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M09: Non-Markovian processes: estimation

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Cites Work

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