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Quasi-Maximum Likelihood Estimation of Parameters in a Multivariate Poisson Process.
Metrika, Tome 43 (1996) no. 3, pp. 1-16 Cet article a éte moissonné depuis la source European Digital Mathematics Library

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Mots-clés : asymptotic normality, multivariate Poisson process, unfolding histogram, data distortion, deconvolution, quasi-maximum likelihood estimators 
@article{MET_1996__43_3_176629,
     author = {Zbigniew Szkutnik},
     title = {Quasi-Maximum {Likelihood} {Estimation} of {Parameters} in a {Multivariate} {Poisson} {Process.}},
     journal = {Metrika},
     pages = {1--16},
     year = {1996},
     volume = {43},
     number = {3},
     zbl = {0845.62055},
     url = {http://geodesic.mathdoc.fr/item/MET_1996__43_3_176629/}
}
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Zbigniew Szkutnik. Quasi-Maximum Likelihood Estimation of Parameters in a Multivariate Poisson Process.. Metrika, Tome 43 (1996) no. 3, pp. 1-16. http://geodesic.mathdoc.fr/item/MET_1996__43_3_176629/