Estimating the parameters of a seasonal Markov-modulated Poisson process
DOI10.1016/j.stamet.2015.04.003zbMath1487.62100OpenAlexW2080668245MaRDI QIDQ1731379
Armelle Guillou, Gilles Stupfler, Stéphane Loisel
Publication date: 13 March 2019
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2015.04.003
seasonalityasymptotic normalitystrong consistencyMarkov-modulated Poisson processsplit-time likelihood
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Strong limit theorems (60F15)
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