Asymptotic estimation in counting processes with parametric intensities based on one realization
研究了参数强度依赖于未知实参数的r维计数过程,在固定时间区间或获取一定信息量后观测,推导了两种情况下最大似然估计的渐近性质。
An r-dimensional counting process with parametric intensity depending on an unknown m-dimensional real parameter is observed either during a fixed time interval or until a certain amount of information is acquired. For both cases asymptotic properties of the ML estimator are derived.