MDE properties of a Poisson process with discontinuous intensity. (Propriétés de l'edm pour un processus de Poisson d'intensité discontinue).
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Publication:819849
DOI10.1016/j.crma.2005.07.024zbMath1084.62078OpenAlexW2042601190MaRDI QIDQ819849
Publication date: 29 March 2006
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2005.07.024
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)
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