Recursive approximate maximum likelihood estimation for a class of counting process models
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Cites work
- scientific article; zbMATH DE number 4034749 (Why is no real title available?)
- scientific article; zbMATH DE number 3505964 (Why is no real title available?)
- Convergence results for continuous-time adaptive stochastic filtering algorithms
- Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems
- Quasi-least-squares estimation in semimartingale regression models
- Recursive parameter estimation for counting processes with linear intensity
Cited in
(14)- Recursive parameter estimation for semimartingales
- Empirical assessment of the maximum likelihood estimator quality in a parametric counting process model for recurrent events
- scientific article; zbMATH DE number 1057977 (Why is no real title available?)
- Semimartingale stochastic approximation procedure and recursive estimation
- Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\)
- Recursive maximum-likelihood estimation in the one-dimensional discrete Boolean random set model
- On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation
- scientific article; zbMATH DE number 912375 (Why is no real title available?)
- MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES
- On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term
- Recursive parameter estimation for counting processes with linear intensity
- Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales
- Algorithm for the exact likelihood of a counting process
- scientific article; zbMATH DE number 48235 (Why is no real title available?)
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