Quasi-maximum likelihood estimation of parameters in a multivariate Poisson process

Quasi-maximum likelihood estimation of parameters in a multivariate Poisson process

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Article ID: iaor19961858
Country: Germany
Volume: 43
Issue: 1
Start Page Number: 1
End Page Number: 16
Publication Date: Jan 1996
Journal: Metrika
Authors:
Abstract:

Asymptotic normality and quick consistency of quasi-maximum likelihood estimators of parameters in a multivariate Poisson process are proved. Possible application of the results obtained to the problem of unfolding histograms is briefly discussed.

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