Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\) (Q1077118)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\) |
scientific article |
Statements
Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\) (English)
0 references
1986
0 references
A stationary point process on d-dimensional Euclidean space is observed, whose covariance density depends on an unknown k-dimensional parameter vector \(\theta\). Conditions are given under which the minimum contrast estimator of \(\theta\) is weakly consistent, and conditions are given under which the minimum contrast estimator of \(\theta\) is asymptotically normally distributed.
0 references
Brillinger-mixing
0 references
stationary point process
0 references
vague topology
0 references
covariance density
0 references
minimum contrast estimator
0 references
weakly consistent
0 references
asymptotically normally
0 references
0 references
