Quick consistency of quasi-maximum likelihood estimators in a multivariate Poisson process

Quick consistency of quasi-maximum likelihood estimators in a multivariate Poisson process

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Article ID: iaor19972600
Country: Germany
Volume: 44
Issue: 2
Start Page Number: 127
End Page Number: 134
Publication Date: Sep 1996
Journal: Metrika
Authors:
Abstract:

Recent results by the present author on quick consistency of quasi-minimum likelihood estimators of parameters in a multivariate Poisson process are strengthened at the cost of replacing the inverse continuity assumption with the strong uniform identifiability conditions.

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