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

bootstrappoint processweak dependenceNeyman-Scott processintensity estimate

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 52492 (Why is no real title available?)
• scientific article; zbMATH DE number 3502569 (Why is no real title available?)
• 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
• 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)

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• scientific article; zbMATH DE number 6951497 (Why is no real title available?)
• Bootstrapping point processes with some applications
• A Bootstrap Algorithm for Data from a Periodic Multiplicative Intensity Function
• On estimating the dependence between two point processes
• Bootstrapping an inhomogeneous point process
• Parametric modeling of reaction time experiment data
• scientific article; zbMATH DE number 2063757 (Why is no real title available?)
• Bootstrap Confidence Regions for the Intensity of a Poisson Point Process

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