Histogram maximum likelihood estimator in the multiplicative intensity model

Jacek Leskow and Roman Rózanski

Stochastic Processes and their Applications, 1989, vol. 31, issue 1, 151-159

Abstract: In the paper the maximum likelihood estimator of a deterministic function of the stochastic intensity of a point process is derived by the method of sieves. Consistency and asymptotic normality of this estimator are proved.

Keywords: point; process; maximum; likelihood; estimator; sieve; method; [psi]-mixing (search for similar items in EconPapers)
Date: 1989
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