John M. Castelloe and Dale L. Zimmerman
Technical Report #312, February 2002
Department of Statistics and Actuarial Science, University of Iowa
Abstract: The likelihood function of a bivariate Poisson cluster process is derived in closed form. Although maximum likelihood estimation in this setting is quite computationally intensive, an example demonstrates the successful convergence of a maximum likelihood estimation procedure for a small data set.
Keywords: Bivariate normal distribution, Likelihood, Maximum likelihood estimation, Nelder-Mead simplex, Poission cluster process
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