Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\) (Q1077118): Difference between revisions

A stationary point process on d-dimensional Euclidean space is observed, whose covariance density depends on an unknown k-dimensional parameter vector \(\theta\). Conditions are given under which the minimum contrast estimator of \(\theta\) is weakly consistent, and conditions are given under which the minimum contrast estimator of \(\theta\) is asymptotically normally distributed.