Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model (Q2711120)

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Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model
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    2 May 2001
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    inhomogeneous Poisson process
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    intensity
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    drift
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    diffusion
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    maximum likelihood estimate
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    consistency
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    asymptotic normality
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    Sobolev space
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    Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model (English)
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