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Convergence of Simar's algorithm for finding the maximum likelihood estimate of a compound Poisson process - MaRDI portal

Convergence of Simar's algorithm for finding the maximum likelihood estimate of a compound Poisson process (Q1056498)

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scientific article; zbMATH DE number 3829092
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Convergence of Simar's algorithm for finding the maximum likelihood estimate of a compound Poisson process
scientific article; zbMATH DE number 3829092

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    Convergence of Simar's algorithm for finding the maximum likelihood estimate of a compound Poisson process (English)
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    1982
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    convergence of Simar algorithm
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    compound Poisson process
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    maximizing concave functional
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    iterative procedures
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