Maximum likelihood estimation in the multiplicative intensity model via sieves
type: Item
instance of: scholarly article
title: Maximum likelihood estimation in the multiplicative intensity model via sieves
zbMATH Open document ID: 0628.62086
published in: The Annals of Statistics
publication date: 1987-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 4022426
zbMATH Keywords: unbounded log-likelihood functions
zbMATH Keywords: multiplicative intensity process
zbMATH Keywords: maximum likelihood estimators
zbMATH Keywords: method of sieves
zbMATH Keywords: strong and weak consistency
zbMATH Keywords: local asymptotic normality
zbMATH Keywords: sieve estimators
zbMATH Keywords: central limit theorem
zbMATH Keywords: martingale estimators
zbMATH Keywords: Martingale limit theorems
author: Alan F. Karr
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176350356
OpenAlex ID: W2042656961
DOI: 10.1214/AOS/1176350356
description: scientific article; zbMATH DE number 4022426