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Parameter estimation for the simple self-correcting point process

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  • Nobuo Inagaki
  • Toshihabu Hayashi

Abstract

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Suggested Citation

  • Nobuo Inagaki & Toshihabu Hayashi, 1990. "Parameter estimation for the simple self-correcting point process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(1), pages 89-98, March.
    • Handle: RePEc:spr:aistmt:v:42:y:1990:i:1:p:89-98
    DOI: 10.1007/BF00050781
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    References listed on IDEAS

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    1. Hayashi, T., 1986. "Laws of large numbers in self-correcting point processes," Stochastic Processes and their Applications, Elsevier, vol. 23(2), pages 319-326, December.
    2. Ogata, Y. & Vere-Jones, D., 1984. "Inference for earthquake models: A self-correcting model," Stochastic Processes and their Applications, Elsevier, vol. 17(2), pages 337-347, July.
    3. Isham, Valerie & Westcott, Mark, 1979. "A self-correcting point process," Stochastic Processes and their Applications, Elsevier, vol. 8(3), pages 335-347, May.
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    Cited by:

    1. Takayuki Fujii & Yoichi Nishiyama, 2012. "Some problems in nonparametric inference for the stress release process related to the local time," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 991-1007, October.

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