MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES

A. Thavaneswaran

Statistica Neerlandica, 1986, vol. 40, issue 1, 65-72

Abstract: The adaptive estimation procedure of the model reference adaptive system is modified and applied to counting process models. Maximum likelihood estimates constitute a subclass of the adaptive estimators considered. The adaptive estimator is shown to be strongly consistent and to converge in law to a normal variate. Applications are considered; for example properties of the adaptive estimate are obtained for a periodic intensity model.

Date: 1986
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https://doi.org/10.1111/j.1467-9574.1986.tb01165.x

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