On maximum likelihood estimation for a general non-homogeneous Poisson process
Minghui Zhao, Min Xie · Scandinavian Journal of Statistics · 1996
Non-homogeneous Poisson processes (NHPPs) have been widely used in the study of software reliability. The statistical analysis for NHPPs is of interest to both theoreticians and practitioners. In this paper, maximum likelihood estimation under time-truncated sampling is studied for parametric NHPP software reliability models with bounded mean value functions. It is shown that the maximum likelihood estimators need not be consistent or asymptotically normal. The asymptotic distribution is derived for a specific NHPP model.