Publication:3485741
From MaRDI portal
zbMath0705.62032MaRDI QIDQ3485741
Publication date: 1990
convergence in distributionmaximum likelihood estimatorrenewal processstrong consistencymartingale limit theoremsbirth- and-death processm-dimensional real parameterparametric intensityr-dimensional counting process
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Strong limit theorems (60F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
On the central limit theorem for point process martingales, Local asymptotic normality of a sequential model for marked point processes and its applications, Modelling of repairable systems with various degrees of repair, Asymptotic inference for multiplicative counting processes based on one realization, Estimation of the parameters of the Weibull distribution for censored samples