Optimality properties of empirical estimators for multivariate point processes (Q1328349)

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scientific article; zbMATH DE number 599832
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Optimality properties of empirical estimators for multivariate point processes
scientific article; zbMATH DE number 599832

    Statements

    Optimality properties of empirical estimators for multivariate point processes (English)
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    6 February 1995
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    efficient estimation
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    multivariate point process
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    random jump measure
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    compensator
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    empirical estimator
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    local asymptotic normality
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    associated linear functional
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    homogeneous and pointwise recurrent processes
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    invariant distribution
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    Markov chains
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    Markov step processes
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