JOURNAL ARTICLE

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

Zbigniew Szkutnik

Year: 1996 Journal:   Metrika Vol: 43 (1)Pages: 1-16   Publisher: Springer Science+Business Media
Keywords:
Mathematics Consistency (knowledge bases) Multivariate statistics Estimator Statistics Poisson distribution Applied mathematics Strong consistency Asymptotic distribution Maximum likelihood Maximum likelihood sequence estimation Estimation theory Quasi-maximum likelihood Poisson process Likelihood function Discrete mathematics

Metrics

2
Cited By
0.57
FWCI (Field Weighted Citation Impact)
14
Refs
0.71
Citation Normalized Percentile
Is in top 1%
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Topics

Bayesian Methods and Mixture Models
Physical Sciences →  Computer Science →  Artificial Intelligence
Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance

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