Nonparametric inference in multiplicative intensity model by discrete time observation

DOI10.1007/S10463-008-0196-YzbMATH Open1432.62078OpenAlexW2082668532MaRDI QIDQ907019FDOQ907019

Authors: Yoichi Nishiyama 

Publication date: 1 February 2016

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-008-0196-y

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zbMATH Keywords

weak convergencecounting processdiscrete observationmultiplicative intensity model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Weak convergence and empirical processes. With applications to statistics
• Statistical models based on counting processes
• Title not available (Why is that?)
• The statistical analysis of interval-censored failure time data.
• Nonparametric inference for a family of counting processes
• Calculation of noncrossing probabilities for Poisson processes and its corollaries.

Cited In (5)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Inférence par les martingales pour des processus ponctuels à compensateur discontinu
• Asymptotic inference for multiplicative counting processes based on one realization

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