Publication:3664265
From MaRDI portal
zbMath0516.62088MaRDI QIDQ3664265
Publication date: 1982
consistency; Gaussian process; frequency estimation; central limit theorem; asymptotic variance; periodogram; nonhomogeneous Poisson process; counting process; asymptotic covariance matrix; maximum likelihood theory; Bartlett periodogram
62F12: Asymptotic properties of parametric estimators
62M15: Inference from stochastic processes and spectral analysis
62M05: Markov processes: estimation; hidden Markov models
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
Estimation of frequency by random sampling, Confidence regions for the intensity function of a cyclic Poisson process, Estimating the intensity of a cyclic Poisson process in the presence of linear trend, Histogram maximum likelihood estimator in the multiplicative intensity model, A note on kernel smoothing of an estimator of a periodic function in the multiplicative intensity model, Recursive estimation of intensity function of a Poisson random field, Consistent estimation of the intensity function of a cyclic Poisson process., Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process