基于单次实现的参数强度计数过程的渐近估计

Asymptotic estimation in counting processes with parametric intensities based on one realization

Scandinavian Journal of Statistics · 1990
被引 11
ABS 3

中文导读

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。

Abstract

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.

数学计数过程参数统计渐近估计应用数学