Parameter estimation for the simple self-correcting point process-Reference-Cited by-同舟云学术

Parameter estimation for the simple self-correcting point process

Published:1990 Issue:1 Volume:42 Page:89-98
ISSN:0020-3157
Container-title:Annals of the Institute of Statistical Mathematics
language:en
Short-container-title:Ann Inst Stat Math

Author:

Inagaki Nobuo,Hayashi Toshihabu

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/BF00050781.pdf

Reference8 articles.

1. Hayashi, T. (1986). Laws of large numbers in self-correcting point processes, Stochastic Process Appl., 23, 319?326.

2. Hayashi, T. (1988). Local asymptotic normality in self-correcting point processes, Statistical Theory and Data Analysis II, (ed. K., Matusita), 551?558, North-Holland, Amsterdam.

3. Isham, V. and Westcott, M. (1979). A self-correcting point process, Stochastic Process Appl., 8, 335?347.

4. Kutoyants, Yu. A. (1984). Parameter Estimation for Stochastic Process, (translated by Prakasa Rao, B. L. S.), Heldermann Verlag, Berlin.

5. Ogata, Y. and Vere-Jones, D. (1984). Inference for earthquake models: a self-correcting model, Stochastic Process Appl., 17, 337?347.

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