Pages that link to "Item:Q1901387"

The following pages link to Local asymptotic normality of a sequential model for marked point processes and its applications (Q1901387):

Displaying 8 items.

• Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
• Asymptotic inference for Markov step processes: Observation up to a random time (Q1312304) (← links)
• Consistent parametric estimation of the intensity of a spatial-temporal point process (Q1765758) (← links)
• Local asymptotic normality of truncated empirical processes (Q1807099) (← links)
• Local asymptotic normality and mixed normality for Markov statistical models (Q1826192) (← links)
• Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes (Q2144192) (← links)
• Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
• (Q3979226) (← links)