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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...

詳細記述

保存先:
書誌詳細
主要な著者: Puri, Madan L., Tuan, Pham D.
フォーマット: Artigo
言語:Inglês
出版事項: 1986
主題:
オンライン・アクセス:https://ncbi.nlm.nih.gov/pmc/articles/PMC322899/
https://ncbi.nlm.nih.gov/pubmed/16593651
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