MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES

DOI10.1111/j.1467-9574.1986.tb01165.xzbMath0587.62161OpenAlexW2047159852MaRDI QIDQ3713439

A. Thavaneswaran

Publication date: 1986

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1986.tb01165.x

zbMATH Keywords

asymptotic normalitystochastic differential equationsadaptive estimationstrong consistencyfiltering algorithmmodel reference adaptive systemMaximum likelihood estimatescounting process modelsM-filterperiodic intensity model

Mathematics Subject Classification ID

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

Related Items (4)

Algorithm for the exact likelihood of a counting process ⋮ Recursive parameter estimation for semimartingales ⋮ Robust MR AS-type algorithm for system identification ⋮ Convergence analysis of parametric identification methods for jump processes

Cites Work

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• Nonparametric inference for a family of counting processes
• Stochastic evolution of a nonlinear model of diffusion of information*
• A strong law of large numbers for local martingales
• Stochastic continuous-time model reference adaptive systems with decreasing gain
• Unbiased recursive identification using model reference adaptive techniques
• Linear Nonparametric Tests for Comparison of Counting Processes, with Applications to Censored Survival Data, Correspondent Paper

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