Optimality properties of empirical estimators for multivariate point processes

DOI10.1006/JMVA.1994.1022zbMath0805.62080OpenAlexW2028739122MaRDI QIDQ1328349

Wolfgang Wefelmeyer, Prescilla E. Greenwood

Publication date: 6 February 1995

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1022

zbMATH Keywords

Markov chainslocal asymptotic normalityefficient estimationempirical estimatorcompensatormultivariate point processinvariant distributionMarkov step processesassociated linear functionalhomogeneous and pointwise recurrent processesrandom jump measure

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

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