Parameter estimation for the simple self-correcting point process
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DOI: 10.1007/BF00050781
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References listed on IDEAS
- Hayashi, T., 1986. "Laws of large numbers in self-correcting point processes," Stochastic Processes and their Applications, Elsevier, vol. 23(2), pages 319-326, December.
- Ogata, Y. & Vere-Jones, D., 1984. "Inference for earthquake models: A self-correcting model," Stochastic Processes and their Applications, Elsevier, vol. 17(2), pages 337-347, July.
- Isham, Valerie & Westcott, Mark, 1979. "A self-correcting point process," Stochastic Processes and their Applications, Elsevier, vol. 8(3), pages 335-347, May.
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- Takayuki Fujii & Yoichi Nishiyama, 2012. "Some problems in nonparametric inference for the stress release process related to the local time," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 991-1007, October.
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Keywords
Self-correcting point process; stress release process; maximum likelihood estimator; invariant distribution; transition probability; ergodicity; local asymptotic normality (LAN);All these keywords.
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