Abstract
Recent results by the present author on quick consistency of quasi-maximum likelihood estimators of parameters in a multivariate Poisson process are strengthened at the cost of replacing the inverse continuity assumption with the strong uniform identifiability condition.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
Olver FWJ (1974) Asymptotics and special functions. Academic Press New York
Pfaff T (1982) Quick consistency of quasi maximum likelihood estimators. Ann Statist 10:990–1005
Prakasa Rao BLS (1987) Asymptotic theory of statistical inference. Wiley New York
Szkutnik Z (1996) Quasi maximum likelihood estimation of parameters in a multivariate Poisson process. Metrika 43:1–16
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Szkutnik, Z. Quick consistency of quasi-maximum likelihood estimators in a multivariate poisson process. Metrika 44, 127–134 (1996). https://doi.org/10.1007/BF02614061
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF02614061