scientific article

zbMath0496.62074MaRDI QIDQ3960001

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

algorithms model selection recursive relations response functions intensity function doubly stochastic Poisson processes linear intensity models Laguerre type polynomials maximum likelihood computation partial log likelihood self- exciting point processes

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of statistics (62P99) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Inference from stochastic processes (62M99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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