Asymptotics for the Distribution of the Time of Attaining the Maximum for a Trajectory of a Poisson Process with Linear Drift and Intensity Switch
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://epubs.siam.org/doi/pdf/10.1137/S0040585X97T990265
Reference8 articles.
1. On Estimation of Parameters in the Case of Discontinuous Densities
2. An estimate of the rate of convergence of the distribution of the maximum probability process in the nonregular gase
3. Asymptotic representation of the process of the likelihood ratio in the case of a discontinuous density
4. Estimation of the convergence rate for the distributions of normalized maximum likelihood estimators in the case of a discontinuous density
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