scientific article; zbMATH DE number 4157684
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zbMATH Open0705.62032MaRDI QIDQ3485741FDOQ3485741
Authors: Åke Svensson
Publication date: 1990
Title of this publication is not available (Why is that?)
Recommendations
strong consistencyrenewal processmaximum likelihood estimatorconvergence in distributionmartingale limit theoremsbirth- and-death processm-dimensional real parameterparametric intensityr-dimensional counting process
Asymptotic properties of parametric estimators (62F12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15)
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- Asymptotic distributions for estimators and statistics in mixed Poisson processes
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- Estimation in some counting process models with multiplicative structure
- Asymptotic properties of the maximum-likelihood estimator for a class of birth-and-death processes admitting a unique stationary distribution
- Recursive approximate maximum likelihood estimation for a class of counting process models
- Asymptotic information for parametric estimation from an equilibrium particle process
- Slochastic multicompartmental systems. a counting process approach for parameter estimation(°)
- Local asymptotic normality of a sequential model for marked point processes and its applications
- On the central limit theorem for point process martingales
- Asymptotic inference for multiplicative counting processes based on one realization
- Convergence rates for the minimum complexity estimator of counting process intensities∗
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- Modelling of repairable systems with various degrees of repair
- On the one-dimensional distributions of counting processes with stochastic intensities†
- Recursive parameter estimation for counting processes with linear intensity
- Pseudomartingale estimating equations for modulated renewal process models
- Estimation of the parameters of the Weibull distribution for censored samples
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