Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\) (Q1077118): Difference between revisions
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Revision as of 02:07, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\) |
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Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\) (English)
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1986
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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.
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Brillinger-mixing
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stationary point process
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vague topology
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covariance density
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minimum contrast estimator
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weakly consistent
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asymptotically normally
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