Inference for thinned point processes, with application to Cox processes
DOI10.1016/0047-259X(85)90026-0zbMATH Open0584.62139MaRDI QIDQ1069630FDOQ1069630
Publication date: 1985
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
state estimationCox processasymptotically normalconsistent estimateasymptotically consistent testcentral limit propertiesempirical Laplace functionalminimum mean-squared error estimatorsthinned point process
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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- Approximation Theorems of Mathematical Statistics
- 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
- Combined nonparametric inference and state estimation for mixed poisson processes
- Analyzing point processes subjected to random deletions
Cited In (13)
- Time-dependent coefficients in a Cox-type regression model
- 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
- Title not available (Why is that?)
- Estimation of reduced Palm distributions by random methods for Cox processes with unknown probability law
- Properties of residuals for spatial point processes
- Convergence de I'estimateur à noyau de dérivées de Radon-Nikodym générales dans le cas mélangeant
- Nonparametric inference for thinned point process
- 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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