On estimating the asymptotic variance of stationary point processes

DOI10.1007/s11009-008-9113-3zbMath1197.62122MaRDI QIDQ708787

Lothar Heinrich, Michaela Prokešová

Publication date: 14 October 2010

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/41898989/imf_thiele_2006_17.pdf

zbMATH Keywords

mean squared error; central limit theorem; pair correlation function; optimal bandwidth; Brillinger-mixing; Poisson cluster process; factorial moment and cumulant measures; hard-core process; kernel-type estimator; reduced covariance measure

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62M09: Non-Markovian processes: estimation

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

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Uses Software

• spatial

Cites Work

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