指数多项式模型中参数最大似然估计的收敛速度

Convergence rate for maximum likelihood estimation of parameters in exponential polynomial model

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.