A note on gaps in proofs of central limit theorems
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Cites work
- A Thinned Block Bootstrap Variance Estimation Procedure for Inhomogeneous Spatial Point Patterns
- An Estimating Function Approach to Inference for Inhomogeneous Neyman–Scott Processes
- Asymptotic Properties of Estimators for the Parameters of Spatial Inhomogeneous Poisson Point Processes
- Consistent parametric estimation of the intensity of a spatial-temporal point process
- Estimation of Poisson Intensity Using Partially Observed Concomitant Variables
- Estimation of the mean of a multivariate normal distribution
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- On the central limit theorem for stationary mixing random fields
- Two-step estimation for inhomogeneous spatial point processes
Cited in
(6)- Confidence regions near singular information and boundary points with applications to mixed models
- Inhomogeneous higher-order summary statistics for point processes on linear networks
- Mixing properties and central limit theorem for associated point processes
- Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws
- Functional marked point processes: a natural structure to unify spatio-temporal frameworks and to analyse dependent functional data
- A central limit theorem for a sequence of conditionally centered random fields
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