Maximum likelihood estimation in the multiplicative intensity model via sieves (Q1093292)
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scientific article; zbMATH DE number 4022426
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation in the multiplicative intensity model via sieves |
scientific article; zbMATH DE number 4022426 |
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Maximum likelihood estimation in the multiplicative intensity model via sieves (English)
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1987
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unbounded log-likelihood functions
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multiplicative intensity process
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maximum likelihood estimators
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method of sieves
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strong and weak consistency
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local asymptotic normality
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sieve estimators
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central limit theorem
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martingale estimators
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Martingale limit theorems
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