Local asymptotic normality of a sequential model for marked point processes and its applications

DOI10.1007/BF00773457MaRDI QIDQ1901387zbMATH OpenFDO

Authors Yoichi Nishiyama

Publication date 8 November 1995

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00773457

zbMATH Keywords

asymptotic normalityasymptotically uniformly most powerful testscompound Poisson processescontinuous time Markov branching processeslocal asymptotic normalitymarked point processessequential maximum likelihood estimatorsstopping rulestest for criticality

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

(8)

• Functional estimation for Lévy measures of semimartingales with Poissonian jumps
• Asymptotic inference for Markov step processes: Observation up to a random time
• Consistent parametric estimation of the intensity of a spatial-temporal point process
• Local asymptotic normality of truncated empirical processes
• Local asymptotic normality and mixed normality for Markov statistical models
• Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes
• Estimation of the expected discounted penalty function for Lévy insurance risks
• scientific article; zbMATH DE number 19727 (Why is no real title available?)

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