Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\)
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Publication:1077118
DOI10.1016/0304-4149(86)90118-3zbMath0594.62099MaRDI QIDQ1077118
Publication date: 1986
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(86)90118-3
minimum contrast estimator; Brillinger-mixing; stationary point process; asymptotically normally; covariance density; vague topology; weakly consistent
62M09: Non-Markovian processes: estimation
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)