指数多项式模型中参数最大似然估计的收敛速度

摘要

强度随时间变化的非齐次Possion过程在很多领域应用广泛.对一类非常广泛的非齐次Poisson过程—指数多项式模型,得到了当观测时间趋于无穷大时,参数的最大似然估计的“最优”收敛速度.%The model of nonhomogeneous Poisson processes with varying intensity function is applied in many fields. The best convergence rate for the maximum likelihood estimate ( MLE ) of exponential polynomial model, which is a kind of wide used nonhomogeneous Poisson processes, is given when time going to infinity.