Intensity-based inference for planar point processes

DOI10.1016/0047-259X(90)90085-VMaRDI QIDQ581985zbMATH OpenFDO

Authors B. Gail Ivanoff, Ely Merzbach

Publication date 1990

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

zbMATH Keywords

asymptotic normalityconsistencycentral limit theoremsufficiencylikelihood functiongeneral exponential formulaMartingale estimators

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Generalizations of martingales (60G48)

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Cites work

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• scientific article; zbMATH DE number 3969958 (Why is no real title available?)
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• scientific article; zbMATH DE number 3602415 (Why is no real title available?)
• scientific article; zbMATH DE number 3795106 (Why is no real title available?)
• scientific article; zbMATH DE number 3347383 (Why is no real title available?)
• A characterization of the spatial Poisson process and changing time
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Invariance principle for martingales on the plane
• Martingales, potentials and exponentials associated with a two-parameter jump process
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Poisson convergence in two dimensions with application to row and column exchangeable arrays
• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
• Équations du filtrage pour un processus de poisson mélangé á deux indices

Cited in

(12)

• Adaptive estimating function inference for nonstationary determinantal point processes
• Maximum likelihood estimation for stationary point processes
• scientific article; zbMATH DE number 4176276 (Why is no real title available?)
• Approximating Point Process Likelihoods with GLIM
• Fast approximation of the intensity of Gibbs point processes
• On estimation of the intensity function of a point process
• On the tractability of the measure associated to the phase-type planar point process
• Differentiablity of point process models and asymptotic efficiency of differentiable functionals
• Asymptotic Palm likelihood theory for stationary point processes
• scientific article; zbMATH DE number 50540 (Why is no real title available?)
• On the estimation of the stochastic intensity and the parameters of neyman-scott trigger processes
• Inférence par les martingales pour des processus ponctuels à compensateur discontinu

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