Histogram maximum likelihood estimator in the multiplicative intensity model
type: Item
instance of: scholarly article
title: Histogram maximum likelihood estimator in the multiplicative intensity model
zbMATH Open document ID: 0669.62081
DOI: 10.1016/0304-4149(89)90108-7
author: Jacek Leśkow
author: Roman Rózański
published in: Stochastic Processes and their Applications
publication date: 1989-01-01T00:00:00Z
review text: The maximum likelihood estimator of a deterministic function of the stochastic intensity of a point process is derived by the method of sieves. Consistency and asymptotic normality of this estimator are proved.
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 4096637
zbMATH Keywords: psi-mixing
zbMATH Keywords: multiplicative intensity model
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: point process
zbMATH Keywords: method of sieves
zbMATH Keywords: Consistency
zbMATH Keywords: asymptotic normality
MaRDI profile type: Publication
full work available at URL: 0304-4149(89)90108-7
OpenAlex ID: W2024332523
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description: scientific article; zbMATH DE number 4096637