Parameter estimation for the simple self-correcting point process
| Year of publication: |
1990
|
|---|---|
| Authors: | Inagaki, Nobuo ; Hayashi, Toshihabu |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 42.1990, 1, p. 89-98
|
| Publisher: |
Springer |
| Subject: | Self-correcting point process | stress release process | maximum likelihood estimator | invariant distribution | transition probability | ergodicity | local asymptotic normality (LAN) |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005760152