Some theory for constructing general minimum lower order confounding designs

DOI10.5705/SS.2008.314zbMath1206.62143OpenAlexW2131222727MaRDI QIDQ5894108

Feng Chen

Publication date: 10 February 2011

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J21N1/J21N14/J21N14.html

zbMATH Keywords

consistencyasymptotic normalitymartingalespoint processesmaximum likelihood estimatormultiplicative intensity modellocal likelihoodlocal polynomial methods\(Z\)-estimatorautomatic boundary correctioncomposite likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

Related Items (2)

Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling ⋮ Bayesian inference for partially observed multiplicative intensity processes

Uses Software

• invGauss

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