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Article Information:
Estimate by the L2
Demba Bocar Ba
Corresponding Author: Demba Bocar Ba
Submitted: September 18, 2013
Accepted: November 23, 2013
Published: February 25, 2014 |
Abstract:
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The model considered has two types of discontinuities. The first parameter is a parameter of scale; the second is a parameter of translation. The aim of study is to show that the minimum distance estimator is consistent and asymptotically normal. The problem of estimation studied in this work is the same time singular and regular. It is singular because the intensity is a discontinuous function and we obtains the consistency with the discontinuity and the study of asymptotic normality is based on the regularity of the function &Lambda(&theta, t)
Key words: Asymptotic properties, minimum distance estimator, parameter estimation, Poisson process, singular estimation, ,
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Cite this Reference:
Demba Bocar Ba, . Estimate by the L2
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ISSN (Online): 2040-7505
ISSN (Print): 2042-2024 |
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