The asymptotic behaviour of maximum likelihood estimators for stationary point processes

Author:

Ogata Yoshiko

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference14 articles.

1. Billingsley, P. (1961).Statistical Inference for Markov Process, The University of Chicago Press, Chicago

2. Billingsley, P. (1961). The Lindeberg-Lévy Theorem for martingales,Proc. Amer. Math. Soc.,12, 788–792.

3. Dellacherie, C. (1972).Capacities et Processus Stochastiques, Springer-Verlag, Heidelberg.

4. Feller, W. (1966).An Introduction to Probability Theory and its Applications, Vol. 2. John Wiley & Sons, New York.

5. Hawkes, A. G. and Oakes, D. (1974). A cluster process representation of a self-exiting point process,J. Appl. Prob.,11, 493–503.

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