๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Estimating the Distribution of a Renewal Process from Times at which Events from an Independent Process Are Detected

โœ Scribed by Ruiguang Song; John M. Karon; Edward White; Gary Goldbaum


Book ID
109223450
Publisher
John Wiley and Sons
Year
2006
Tongue
English
Weight
261 KB
Volume
62
Category
Article
ISSN
0006-341X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A note on asymptotic properties of the e
โœ Isao Shoji ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 239 KB

In this note we investigate asymptotic properties of an estimator, called the Euler estimator, which is obtained by maximizing the likelihood function of the process discretized by the Euler method. By linking the Euler estimator of the coefficients of the drift function of a stochastic differential