Inference for thinned point processes, with application to Cox processes

DOI10.1016/0047-259X(85)90026-0zbMath0584.62139MaRDI QIDQ1069630

Alan F. Karr

Publication date: 1985

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

state estimationconsistent estimateCox processasymptotically normalasymptotically consistent testcentral limit propertiesempirical Laplace functionalminimum mean-squared error estimatorsthinned point process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (11)

Thinning and multinomial thinning of point processes ⋮ Histogram maximum likelihood estimator in the multiplicative intensity model ⋮ Nonparametric inference for thinned point process ⋮ Time-dependent coefficients in a Cox-type regression model ⋮ Optimal asymptotic quadratic error of kernel estimators of Radon–Nikodym derivatives for strong mixing data ⋮ Estimation of the Mean Measure Density of a Discrete Random Measure Through Associated Sequences of Observations ⋮ Properties of residuals for spatial point processes ⋮ Thinning of point processes, revisited ⋮ Kernel Estimators of General Radon-Nikodym Derivatives ⋮ Convergence de I'estimateur à noyau de dérivées de Radon-Nikodym générales dans le cas mélangeant ⋮ Estimation of Palm measures of stationary point processes

Cites Work

• State estimation for Cox processes on general spaces
• Doubly stochastic Poisson processes
• Nonparametric estimation based on censored observations of a Markov renewal process
• Approximation Theorems of Mathematical Statistics
• Combined nonparametric inference and state estimation for mixed poisson processes
• Analyzing point processes subjected to random deletions
• Two dependent Poisson processes whose sum is still a Poisson process
• Limits of compound and thinned point processes
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