Asymptotic information for parametric estimation from an equilibrium particle process

DOI10.1016/0167-7152(94)00169-9zbMath0835.62072OpenAlexW1964908523MaRDI QIDQ1903156

Michael J. Phelan

Publication date: 21 April 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00169-9

zbMATH Keywords

maximum-likelihood estimatorPoisson processPoisson random measurestationary Markov processBrownian flowFisher's informationstationary lawquasi- likelihood estimatorsasymptotic parametric estimationparticle process of birth and death

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Random measures (60G57)

Related Items (2)

Transient tracers and birth and death on flows: Parametric estimation of rates of drift, injection, and decay ⋮ Asymptotic likelihood estimation from birth and death on a flow

Cites Work

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• An introduction to the theory of point processes
• Particle systems on flows

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