Differentiablity of point process models and asymptotic efficiency of differentiable functionals

DOI10.1080/02331888308802387zbMath0808.62076OpenAlexW2154599060MaRDI QIDQ4324710

Ludger Rüschendorf, R. Holtrode

Publication date: 28 February 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888308802387

zbMATH Keywords

Nelson-Aalen estimatorasymptotically efficient estimatorsmultiplicative intensitiesdifferentiable intensitiesgeneral LAN modelsHadamard differentiability techniquesL2-differentiability

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Inference from stochastic processes (62M99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

On local odds and hazard rate models in survival analysis ⋮ A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Smoothing counting process intensities by means of kernel functions
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Regularity, partial regularity, partial information process, for a filtered statistical model
• Point processes and queues. Martingale dynamics
• Asymptotic optimality of the product limit estimator
• Nonparametric inference for a family of counting processes
• Inference for random sampling processes
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Convergence of stochastic processes

This page was built for publication: Differentiablity of point process models and asymptotic efficiency of differentiable functionals