PARAMETER-ESTIMATION FOR THE SIMPLE SELF-CORRECTING POINT PROCESS

被引：3

作者：

INAGAKI, N

HAYASHI, T

机构：

[1] OSAKA UNIV,FAC ENGN SCI,DEPT MATH SCI,TOYONAKA,OSAKA 560,JAPAN

[2] UNIV OSAKA PREFECTURE,COLL INTEGRATED ARTS & SCI,DEPT MATH,SAKAI,OSAKA 591,JAPAN

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1990年 / 42卷 / 01期

关键词：

ergodicity; invariant distribution; local asymptotic normality (LAN); maximum likelihood estimator; Self-correcting point process; stress release process; transition probability;

D O I：

10.1007/BF00050781

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the simple self-correcting point process whose intensity takes only the two levels, a and b, where the level a (0<a<1) is the state of the intensity for low stress, and the level b (1<b<∞) is for high stress. Then, the maximum likelihood estimators of a and b and their asymptotic distributions are explicitly shown. These results may be instructive and suggestive for studying more general cases of self-correcting point processes. © 1990 The Institute of Statistical Mathematics.

引用

页码：89 / 98

页数：10

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