A bootstrap for point processes

DOI10.1080/00949659808811878MaRDI QIDQ4392585zbMATH OpenOpenAlexFDO

Authors W. John Braun, Reg J. Kulperger

Publication date 16 November 1998

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949659808811878

zbMATH Keywords

bootstrapintensity estimateNeyman-Scott processpoint processweak dependence

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Non-Markovian processes: estimation (62M09) Applications of statistics (62P99)

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Cites work

• A course on point processes
• A general resampling scheme for triangular arrays of -mixing random variables with application to the problem of spectral density estimation
• An introduction to the theory of point processes
• Bootstrapping the sample means for stationary mixing sequences
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• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• The bootstrap and Edgeworth expansion
• The jackknife and the bootstrap for general stationary observations
• The probability generating functional
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence

Cited in

(11)

• Bootstrapping an inhomogeneous point process
• On estimating the dependence between two point processes
• Bootstrapping point processes with some applications
• A Bootstrap Algorithm for Data from a Periodic Multiplicative Intensity Function
• Parametric modeling of reaction time experiment data
• Bootstrap Confidence Regions for the Intensity of a Poisson Point Process
• scientific article; zbMATH DE number 2063757 (Why is no real title available?)
• scientific article; zbMATH DE number 6951497 (Why is no real title available?)
• Re-colouring the Intensity-Based Bootstrap for Point Processes
• Is bootstrap really helpful in point process statistics?
• Bootstrap and permutation tests of independence for point processes

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