Parameter estimation for the simple self-correcting point process

DOI10.1007/BF00050781MaRDI QIDQ916288zbMATH OpenOpenAlexFDO

Authors Nobuo Inagaki, Toshiharu Hayashi

Publication date 1990

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

Full work available at URL https://doi.org/10.1007/bf00050781

zbMATH Keywords

ergodicitymaximum likelihood estimatorslocal asymptotic normalitytransition probabilityLANinvariant distributionself-correcting point processstress release process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)

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