scientific article; zbMATH DE number 3516516

MaRDI QIDQ4095738zbMATH OpenFDO

Authors D. Vere-Jones

Publication date 1975

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes (62M99) Estimation and detection in stochastic control theory (93E10)

Cited in

(5)

• Parameter estimation for point processes with partial observations: A filtering approach
• The asymptotic behaviour of maximum likelihood estimators for stationary point processes
• Heterogeneous information arrival and option pricing
• Statistische Analyse des homogenen und des inhomogenen Poissonprozesses
• Maximum likelihood estimation of Hawkes' self-exciting point processes

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