Inference for thinned point processes, with application to Cox processes

DOI10.1016/0047-259X(85)90026-0MaRDI QIDQ1069630zbMATH OpenFDO

Authors Alan F. Karr

Publication date 1985

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

zbMATH Keywords

state estimationCox processasymptotically normalconsistent estimateasymptotically consistent testcentral limit propertiesempirical Laplace functionalminimum mean-squared error estimatorsthinned point process

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(16)

• Time-dependent coefficients in a Cox-type regression model
• scientific article; zbMATH DE number 4102209 (Why is no real title available?)
• Optimal asymptotic quadratic error of kernel estimators of Radon–Nikodym derivatives for strong mixing data
• Histogram maximum likelihood estimator in the multiplicative intensity model
• Thinning of point processes, revisited
• Thinning and multinomial thinning of point processes
• scientific article; zbMATH DE number 69381 (Why is no real title available?)
• Estimation of reduced Palm distributions by random methods for Cox processes with unknown probability law
• Properties of residuals for spatial point processes
• State estimation for Cox processes with unknown probability law
• Nonparametric inference for thinned point process
• Distance estimates for Poisson process approximations of dependent thinnings
• Convergence de I'estimateur à noyau de dérivées de Radon-Nikodym générales dans le cas mélangeant
• Estimation of Palm measures of stationary point processes
• Estimation of the Mean Measure Density of a Discrete Random Measure Through Associated Sequences of Observations
• Kernel Estimators of General Radon-Nikodym Derivatives

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