Abstract
In a self-correcting point process model a boundary point of the parameter set is shown to be singular. This means a local behavior of the model which is qualitatively different from the LAN (or LAMN) condition satisfied at the other parameter points. As a consequence we obtain a nonnormal limiting distribution of the ML-estimator normalized with the random Fisher information.
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Work supported by a Heisenberg grant of the Deutsche Forschungsgemeinschaft.
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Luschgy, H. On a singularity occurring in a self-correcting point process model. Ann Inst Stat Math 45, 445–452 (1993). https://doi.org/10.1007/BF00773346
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DOI: https://doi.org/10.1007/BF00773346