Nonparametric Bayesian estimators for counting processes

DOI10.1214/aos/1018031207zbMath0980.62078OpenAlexW2072467104MaRDI QIDQ1970479

Yongdai Kim

Publication date: 6 March 2002

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1018031207

zbMATH Keywords

Levy processmultiplicative counting processnonparametric Bayesian estimator

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Bayesian problems; characterization of Bayes procedures (62C10) Generalizations of martingales (60G48) Inference from stochastic processes (62M99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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