The asymptotic properties of maximum likelihood estimators of marked Poisson processes with a cyclic intensity measure

DOI10.1007/BF02613141zbMath0629.62089MaRDI QIDQ1094061

B. George

Publication date: 1987

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176111

zbMATH Keywords

asymptotic distributionasymptotic normalityasymptotic efficiencyconditional densitystrong consistencyhydrologylarge sample behaviorexponential parametric formhydrological flood peaks modelmarked point Poisson processperiodic occurrence intensity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)

Related Items (5)

Extreme value processes and the evaluation of risk in flood analysis ⋮ Parameter estimation for switched counting processes ⋮ Infinitely stochastic micro reserving ⋮ Exact Bahadur efficiencies of tests for superadditivity of the mean function of a non-homogeneous Poisson process ⋮ Consistent estimation of the intensity function of a cyclic Poisson process.

Cites Work

• Extreme value processes and the evaluation of risk in flood analysis
• The asymptotic behaviour of maximum likelihood estimators for stationary point processes
• Two extreme value processes arising in hydrology
• Remarks on the theory, computation and application of the spectral analysis of series of events
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