Estimation of the intensity of a poisson process

DOI10.1080/03610918608812537zbMath0601.62106OpenAlexW1963932379MaRDI QIDQ3736757

Che-Ping Lee

Publication date: 1986

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918608812537

zbMATH Keywords

consistencyrecursive least squaresinterarrival timesinstrumental variable methodasymptotically unbiasedPoisson intensityautoregressive linear regression model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cites Work

• A review of some adaptive statistical techniques
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Estimation of the intensity of a poisson process