Parameter estimation for the simple self-correcting point process
DOI10.1007/BF00050781zbMATH Open0703.62090OpenAlexW2066594205MaRDI QIDQ916288FDOQ916288
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
Recommendations
ergodicitymaximum likelihood estimatorslocal asymptotic normalitytransition probabilityLANinvariant distributionself-correcting point processstress release process
Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)
Cites Work
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- A self-correcting point process
- On the moments of a self-correcting process
- Inference for earthquake models: A self-correcting model
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- Laws of large numbers in self-correcting point processes
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Cited In (9)
- Title not available (Why is that?)
- On the moments of a self-correcting process
- Asymptotic inference for semimartingale models with singular parameter points
- On a singularity occurring in a self-correcting point process model
- Some problems in nonparametric inference for the stress release process related to the local time
- Title not available (Why is that?)
- Partial self-exciting point processes and their parameter estimations
- Laws of large numbers in self-correcting point processes
- Efficient parameter estimation for self-similar processes
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