Exponential Inequalities for Martingales, with Application to Maximum Likelihood Estimation for Counting Processes

  • van de Geer S
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Abstract

… As an application, we consider rates of convergence for (nonparametric) maximum likelihood estimators for counting processes. A similar result for discrete time observations is also …

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APA

van de Geer, S. (2007). Exponential Inequalities for Martingales, with Application to Maximum Likelihood Estimation for Counting Processes. The Annals of Statistics, 23(5). https://doi.org/10.1214/aos/1176324323

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