Statistical inference for spatial Poisson processes (Q1271100): Difference between revisions

Statistical inference for stochastic processes is of extreme importance and of interest due to its applications to stochastic modelling of various phenomena in social, physical, life and engineering sciences. This book is concerned with problems of parametric and nonparametric estimation from observations of Poisson processes defined on general spaces. It deals with the study of the asymptotic behaviour of maximum likelihood, Bayesian and minimum distance estimators for such processes. The contents of the book are as follows: Chapter 1: Auxiliary results; Chapter 2: First properties of estimators; Chapter 3: Asymptotic expansions; Chapter 4: Nonstandard problems; Chapter 5: The change-point problem; Chapter 6: Nonparametric estimation; Appendix: Remarks; Bibliography. The book is lucid and contains a wealth of details for any serious researcher in the area of statistical inference for stochastic processes. I strongly recommend purchase of this book and it is a welcome addition to the growing literature on the subject of statistical inference for stochastic processes.