On properties of estimators in nonregular situations for Poisson processes

DOI10.1007/s10958-009-9669-7zbMath1288.62028arXiv0903.4613OpenAlexW2072490891MaRDI QIDQ2452906

Yury A. Kutoyants

Publication date: 6 June 2014

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0903.4613

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items

Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes ⋮ Accurate rates of density estimators for continuous-time processes ⋮ Consistent parametric estimation of the intensity of a spatial-temporal point process ⋮ Nonparametric Bayesian inference for ergodic diffusions ⋮ Parameter estimation for nearly nonstationary AR(1) processes

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