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zbMath0703.62085MaRDI QIDQ3999272

P. J. C. Spreij

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

algorithms convergence properties counting processes recursive estimation weak convergence of processes realization problems minimality properties conditionally Poisson systems selfexciting systems

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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