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Maximum likelihood estimation for stationary point processes

In this paper we derive the log likelihood function for point processes in terms of their stochastic intensities by using the martingale approach. For practical purposes we work with an approximate log likelihood function that is shown to possess the usual asymptotic properties of a log likelihood f...

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Detalhes bibliográficos
Main Authors: Puri, Madan L., Tuan, Pham D.
Formato: Artigo
Idioma:Inglês
Publicado em: 1986
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC322899/
https://ncbi.nlm.nih.gov/pubmed/16593651
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