Estimating a parametric trend component in a continuous-time jump-type process

DOI10.1016/0304-4149(88)90098-1zbMath0645.62091OpenAlexW2052729999MaRDI QIDQ1103311

Helmut Pruscha

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90098-1

zbMATH Keywords

maximum likelihoodmultivariate point processesdetrendingintensity processtrend functionsdiscrete state spacecontinuous time parameterMarkov branching processes with immigrationMarkov processes of jump-type

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Statistical inference for detrended point processes

Cites Work

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