Properties of the likelihood ratio for counting processes in the problem of estimation of unknown parameters

DOI10.1023/A:1010384220108zbMATH Open0965.62069OpenAlexW53273867MaRDI QIDQ2722156

Oksana A. Nikolaeva, Yu. N. Lin'kov

Publication date: 11 July 2001

Published in: Ukraïns'kyĭ Matematychnyĭ Zhurnal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010384220108

zbMATH Keywords

likelihood ratioscounting processesestimation of unknown parameters

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Martingales with continuous parameter (60G44)

Related Items (2)

On \(\delta\)-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation ⋮ On properties of the likelihood function in the problem of estimation of the instants of changes of the success probability in nonhomogeneous Bernoulli trials

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