Quick consistency of quasi-maximum likelihood estimators in a multivariate Poisson process

DOI10.1007/BF02614061zbMath0865.62060OpenAlexW1971847337MaRDI QIDQ2564978

Zbigniew Szkutnik

Publication date: 7 January 1997

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176681

zbMATH Keywords

multivariate Poisson processquick consistency of quasi-maximum likelihood estimatorsstrong uniform identifiability condition

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cites Work

• Unnamed Item
• Unnamed Item
• Quick consistency of quasi maximum likelihood estimators
• Quasi-maximum likelihood estimation of parameters in a multivariate Poisson process

This page was built for publication: Quick consistency of quasi-maximum likelihood estimators in a multivariate Poisson process