scientific article; zbMATH DE number 224176

MaRDI QIDQ5286561zbMATH OpenFDO

Authors

Publication date 29 June 1993

zbMATH Keywords

asymptotic normalityasymptotic variancecounting process intensitiesempirical distributionkernel function methodmartingale central limit theoremnonparametric Nelson estimaterecursive smoothed estimatesmoothing

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Inference from stochastic processes (62M99)

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(3)

• A note on smoothed estimating functions
• Optimal rate local smoothing in a multiplicative intensity counting process model
• A Kernel Method for Smoothing Point Process Data

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