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http://dx.doi.org/10.7465/jkdi.2014.25.1.169

Derivation of the likelihood function for the counting process  

Oh, Changhyuck (Department of Statistics, Yeungnam University)
Publication Information
Journal of the Korean Data and Information Science Society / v.25, no.1, 2014 , pp. 169-176 More about this Journal
Abstract
Counting processes are widely used in many fields, whose properties are determined by the intensity function. For estimation of the parameters of the intensity functions when the process is observed continuously over a fixed interval, the likelihood function is of interest. However in the literature there are only heuristic derivations and some results are not coincident. We thus in this note derive the likelihood function of the counting process in a rigorous way. So this note fill up a hole in derivation of the likelihood function.
Keywords
Counting process; likelihood function; statistical physics concept;
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Times Cited By KSCI : 2  (Citation Analysis)
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