Maximum likelihood estimation for an inhomogeneous gamma process with a log-linear rate function

DOI10.1007/s42519-021-00212-0zbMath1473.62336OpenAlexW3199409390MaRDI QIDQ2241655

Paweł Skoliński, Alicja Jokiel-Rokita

Publication date: 9 November 2021

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42519-021-00212-0

zbMATH Keywords

asymptotic normalitymaximum likelihood estimationtrend-renewal processmodulated gamma process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Reliability and life testing (62N05)

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