Abstract
Asymptotic normality and quick consistency of quasi-maximum likelihood estimators of parameters in a multivariate Poisson process are proved. Possible application of the results obtained to the problem of unfolding histograms is briefly discussed.
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Szkutnik, Z. Quasi-maximum likelihood estimation of parameters in a multivariate poisson process. Metrika 43, 1–16 (1996). https://doi.org/10.1007/BF02613893
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DOI: https://doi.org/10.1007/BF02613893