Adaptive estimating function inference for nonstationary determinantal point processes
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Abstract: Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function estimators in a very general setting of non-stationary point processes. We then adapt this result to the case of non-stationary determinantal point processes which are an important class of models for repulsive point patterns. In practice often first and second order estimating functions are used. For the latter it is common practice to omit contributions for pairs of points separated by a distance larger than some truncation distance which is usually specified in an ad hoc manner. We suggest instead a data-driven approach where the truncation distance is adapted automatically to the point process being fitted and where the approach integrates seamlessly with our asymptotic framework. The good performance of the adaptive approach is illustrated via simulation studies for non-stationary determinantal point processes and by an application to a real dataset.
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- scientific article; zbMATH DE number 788242
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