Asymptotic Properties of an Intensity Estimator of an Inhomogeneous Poisson Process in a Combined Model

DOI10.1137/S0040585X97977574zbMath1045.62079MaRDI QIDQ2711120

Alexander G. Kukush, Yuliya S. Mishura

Publication date: 2 May 2001

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

diffusionSobolev spaceconsistencyasymptotic normalityinhomogeneous Poisson processmaximum likelihood estimatedriftintensity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Estimating the intensity of a cyclic Poisson process in the presence of linear trend

This page was built for publication: Asymptotic Properties of an Intensity Estimator of an Inhomogeneous Poisson Process in a Combined Model