Quasi-maximum likelihood estimation of parameters in a multivariate Poisson process

DOI10.1007/BF02613893zbMath0845.62055OpenAlexW2016185585MaRDI QIDQ1915118

Zbigniew Szkutnik

Publication date: 18 September 1996

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176629

zbMATH Keywords

asymptotic normalitydeconvolutionmultivariate Poisson processquasi-maximum likelihood estimatorsdata distortionunfolding histogram

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Theory of statistical experiments (62B15) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Quick consistency of quasi-maximum likelihood estimators in a multivariate Poisson process

Cites Work

• Uniform asymptotic normality of the maximum likelihood estimator
• Quick consistency of quasi maximum likelihood estimators
• On estimator efficiency in stochastic processes
• Linear Statistical Inference and its Applications
• Note on the Consistency of the Maximum Likelihood Estimate
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