Upper bound of the speed of convergence of moment density estimators for stationary point processes

DOI10.1007/BF01915223zbMath0576.62055MaRDI QIDQ1064710

B. George

Publication date: 1984

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175977

zbMATH Keywords

asymptotic properties; Brillinger-mixing; stationary point processes; covariance density estimators; speed of convergence of moment density estimators

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62M09: Non-Markovian processes: estimation

62M99: Inference from stochastic processes

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Strong convergence of kernel estimators for product densities of absolutely regular point processes, Brillinger mixing of determinantal point processes and statistical applications, Central limit theorems for empirical product densities of stationary point processes, Central limit theorem for the integrated squared error of the empirical second-order product density and goodness-of-fit tests for stationary point processes, [https://portal.mardi4nfdi.de/wiki/Software:3308790 �tude de la vraisemblance d'un processus de Gauss-Poisson et deux applications], Edge-corrected density estimators for point processes

Cites Work

• [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]
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