Consistent parametric estimation of the intensity of a spatial-temporal point process

DOI10.1016/j.jspi.2003.09.027zbMath1058.62069OpenAlexW1990251869MaRDI QIDQ1765758

Frederic Paik Schoenberg

Publication date: 23 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.09.027

zbMATH Keywords

Maximum likelihood estimationPoisson processConsistencyIntensity functionConditional intensityWeighted least squares estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

Related Items (24)

Bayesian dynamic models for space-time point processes ⋮ A note on gaps in proofs of central limit theorems ⋮ Two-Step Estimation for Inhomogeneous Spatial Point Processes ⋮ Variational approach for spatial point process intensity estimation ⋮ Two step estimation for Neyman-Scott point process with inhomogeneous cluster centers ⋮ A Tutorial on Palm Distributions for Spatial Point Processes ⋮ Information criteria for inhomogeneous spatial point processes ⋮ Semiparametric Goodness-of-Fit Test for Clustered Point Processes with a Shape-Constrained Pair Correlation Function ⋮ A toolbox for fitting complex spatial point process models using integrated nested Laplace approximation (INLA) ⋮ A random effects epidemic-type aftershock sequence model ⋮ Mixed-Poisson point process with partially observed covariates: ecological momentary assessment of smoking ⋮ Testing First-Order Spherical Symmetry of Spatial Point Processes ⋮ A concentration inequality for inhomogeneous Neyman-Scott point processes ⋮ Infinitely stochastic micro reserving ⋮ Convex and non-convex regularization methods for spatial point processes intensity estimation ⋮ Decomposition of Variance for Spatial Cox Processes ⋮ An Estimating Function Approach to Inference for Inhomogeneous Neyman–Scott Processes ⋮ Bootstrapping kernel intensity estimation for inhomogeneous point processes with spatial covariates ⋮ Variance Estimation for Statistics Computed from Inhomogeneous Spatial Point Processes ⋮ Functional Principal Component Analysis of Spatiotemporal Point Processes With Applications in Disease Surveillance ⋮ Inference for Clustered Inhomogeneous Spatial Point Processes ⋮ Bayesian Semiparametric Intensity Estimation for Inhomogeneous Spatial Point Processes ⋮ Bootstrapping an inhomogeneous point process ⋮ Variable selection for inhomogeneous spatial point process models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Inference for earthquake models: A self-correcting model
• Uniform asymptotic normality of the maximum likelihood estimator
• The asymptotic behaviour of maximum likelihood estimators for stationary point processes
• Point processes and queues. Martingale dynamics
• An introduction to the theory of point processes
• A self-correcting point process
• Space-time point-process models for earthquake occurrences
• On estimation of Poisson intensity functions
• Consistent estimation of the intensity function of a cyclic Poisson process.
• Local asymptotic normality of a sequential model for marked point processes and its applications
• Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes
• On properties of estimators in nonregular situations for Poisson processes
• On the moments of a self-correcting process
• Modelling Heterogeneous Space–Time Occurrences of Earthquakes and its Residual Analysis
• Asymptotic Properties of Estimators for the Parameters of Spatial Inhomogeneous Poisson Point Processes
• Estimation of Poisson Intensity Using Partially Observed Concomitant Variables
• Statistical models based on counting processes

This page was built for publication: Consistent parametric estimation of the intensity of a spatial-temporal point process