APPROXIMATING POINT PROCESS LIKELIHOODS WITH GLIM

被引：0

作者：

BERMAN, M

TURNER, TR

机构：

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS | 1992年 / 41卷 / 01期

关键词：

GLIM; LIKELIHOOD; POINT PROCESS; POISSON PROCESS; WEIGHTS;

D O I：

暂无

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：

This paper shows how approximate maximum likelihood estimation for fairly general point processes on the line can be performed with GLIM. The approximation is based on a weighted sum approximation to an integral in the likelihood. Various weighting schemes are briefly examined. The methodology is illustrated with an example, and its extension to Poisson processes in higher dimensions is briefly described.

引用

页码：31 / 38

页数：8

共 20 条

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