.png){kind=icon}
返回
Filtered likelihood for point processes
.png){kind=icon}
PRE
AI
DOI：10.1016/j.jeconom.2017.11.011.png)
.png){kind=icon}
原文求助.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
Point processes are widely used in finance and economics to model the timing of defaults, market transactions, unemployment spells, births, and a range of other events. We develop and analyze likelihood estimators for the parameters of a marked point process and incompletely observed explanatory factors that influence the arrival intensity and mark distribution. We establish an approximation to the likelihood and analyze the convergence and large-sample properties of the associated estimators. Numerical results illustrate the behavior of our estimators. (C) 2018 Elsevier B.V. All rights reserved.
Keyword:
Point processes
Filtering
Efficient parametric inference
Maximum likelihood
Likelihood approximation
AI总结
对已上传原文的论文进行重点信息的提取，主要内容包括：简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。
期刊
IF:
4
论文数:
5.3K
被引数:
3.0W
机构
引用论文
.png){kind=icon}
分享收藏Application of organic monolayers formed on Si(111): possibilities for nanometer-scale patterning
PREAI
分享收藏D‐dimer as a predictor of early neurologic deterioration in cryptogenic stroke with active cancer
PREAI
分享收藏
分享收藏
查看更多内容