Parameter estimation for the simple self-correcting point process

DOI10.1007/BF00050781zbMath0703.62090OpenAlexW2066594205MaRDI QIDQ916288

Toshiharu Hayashi, Nobuo Inagaki

Publication date: 1990

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00050781

zbMATH Keywords

ergodicitylocal asymptotic normalitymaximum likelihood estimatorstransition probabilityLANinvariant distributionself-correcting point processstress release process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

Related Items

Asymptotic inference for semimartingale models with singular parameter points ⋮ On a singularity occurring in a self-correcting point process model ⋮ Some problems in nonparametric inference for the stress release process related to the local time

Cites Work

• Inference for earthquake models: A self-correcting model
• Laws of large numbers in self-correcting point processes
• A self-correcting point process
• On the moments of a self-correcting process
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