Density estimation for point processes
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Publication:1180197
DOI10.1016/0304-4149(91)90087-SzbMath0749.62023OpenAlexW2043002514MaRDI QIDQ1180197
Publication date: 27 June 1992
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(91)90087-s
consistencydensity estimationkernel estimatespatial point processjoint asymptotic normalityproduct density\(k\)-nearest neighbor estimatorsstationary multivariate point process
Inference from spatial processes (62M30) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)
Related Items (8)
Density estimation for associated sampling: A point process influenced approach ⋮ Histogram estimation of radon-nikodym derivatives for strong mixing data ⋮ An explicit Dobrushin uniqueness region for Gibbs point processes with repulsive interactions ⋮ Upper bounds for spatial point process approximations ⋮ Intensity Estimation for Spatial Point Processes Observed with Noise ⋮ Large deviation principle in nonparametric estimation of marked point processes ⋮ Consistent estimation of the intensity function of a cyclic Poisson process. ⋮ Measuring the association of stationary point processes using spectral analysis techniques
Cites Work
- Smoothing counting process intensities by means of kernel functions
- Asymptotic normality of some kernel-type estimators of probability density
- Consistency of a nonparametric estimate of a density function for dependent variables
- Second-order approximation to the characteristic function of certain point-process integrals
- Efficiency of a Kernel Density Estimator Under an Autoregressive Dependence Model
- A limit theorem for spatial point processes
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