Closed-form likelihood estimation for one type of affine point processes

DOI10.1080/03610926.2014.950749zbMath1348.60122OpenAlexW2407344614MaRDI QIDQ2830794

Shiyu Song, Suxin Wang, Yong Jin Wang

Publication date: 31 October 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.950749

zbMATH Keywords

transition densityMLEKolmogorov equations

Mathematics Subject Classification ID

Point estimation (62F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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