Recursive parameter estimation for counting processes with linear intensity
Work
Year: 1986
Type: article
Abstract: Recursive estimation algorithms are presented for counting processes that have an intensity process which is linear in the parameter. Strong consistency and asymptotic normality of the estimators gene... more
Source: Stochastics
Author Peter Spreij
Cites: 9
Cited by: 8
Related to: 10
FWCI: 1.124
Citation percentile (by year/subfield): 55.36
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green