Pseudomartingale Estimating Equations for Modulated Renewal Process Models
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Publication:3551029
DOI10.1111/j.1467-9868.2008.00680.xzbMath1231.62045OpenAlexW2052909442MaRDI QIDQ3551029
Publication date: 8 April 2010
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2008.00680.x
ergodicitylarge sample theoryadditive risk modelself-exciting processearthquake intensitysemiparametric epidemic-type aftershock sequence model
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Generalizations of martingales (60G48) Renewal theory (60K05)
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