On a singularity occurring in a self-correcting point process model

DOI10.1007/BF00773346zbMath0803.60045MaRDI QIDQ1335344

Harald Luschgy

Publication date: 1 November 1994

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

boundary pointML-estimatorlocally asymptotically Brownian functionallocally asymptotically quadratic modelnonnormal limiting distributionself-correcting point process model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Hypotheses testing: Poisson versus stress-release

Cites Work

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• Inference for earthquake models: A self-correcting model
• Parameter estimation for the simple self-correcting point process
• On the strong approximation of the distributions of estimators in linear stochastic models, I and II: Stationary and explosive AR models
• Local asymptotic mixed normality for semimartingale experiments

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