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

DOI10.1007/BF02614061MaRDI QIDQ2564978zbMATH OpenOpenAlexFDO

Authors Zbigniew Szkutnik

Publication date 7 January 1997

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/176681

zbMATH Keywords

multivariate Poisson processquick consistency of quasi-maximum likelihood estimatorsstrong uniform identifiability condition

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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• scientific article; zbMATH DE number 1183933

Cites work

• scientific article; zbMATH DE number 3976091 (Why is no real title available?)
• scientific article; zbMATH DE number 3474264 (Why is no real title available?)
• Quasi-maximum likelihood estimation of parameters in a multivariate Poisson process
• Quick consistency of quasi maximum likelihood estimators

Cited in

(2)

• Quasi-maximum likelihood estimation of parameters in a multivariate Poisson process
• Parameter estimation for uniform maximum process

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