Asymptotic properties of the maximum likelihood estimator for spatio-temporal point processes
From MaRDI portal
Publication:1918179
DOI10.1016/0378-3758(95)00070-4zbMath0881.62100OpenAlexW1995834672MaRDI QIDQ1918179
Publication date: 5 September 1996
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(95)00070-4
Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items
Online score statistics for detecting clustered change in network point processes ⋮ GP-ETAS: semiparametric Bayesian inference for the spatio-temporal epidemic type aftershock sequence model ⋮ A review of self-exciting spatio-temporal point processes and their applications ⋮ Combining ungrouped and grouped wildfire data to estimate fire risk ⋮ Estimation, diagnostics, and extensions of nonparametric Hawkes processes with kernel functions ⋮ Point processes on directed linear networks ⋮ Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling ⋮ A Space-Time Conditional Intensity Model for Invasive Meningococcal Disease Occurrence ⋮ Consistent parametric estimation of the intensity of a spatial-temporal point process ⋮ Including covariates in a space-time point process with application to seismicity ⋮ Mechanistic spatio-temporal point process models for marked point processes, with a view to forest stand data ⋮ Modelling Heterogeneous Space–Time Occurrences of Earthquakes and its Residual Analysis
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The application of linear intensity models to the investigation of causal relations between a point process and another stochastic process
- Maximum likelihood identification of neural point process systems
- 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
- Uniform LAN condition of planar Gibbsian point processes and optimality of maximum likelihood estimators of soft-core potential functions
- An introduction to the theory of point processes
- A self-correcting point process
- On properties of estimators in nonregular situations for Poisson processes
- On the moments of a self-correcting process
- Interrupted Point Processes
- Time reversible and Gibbsian point processes I. Markovian spatial birth and death processes on a general phase space
- On the Second-Order and Orientation Analysis of Planar Stationary Point Processes
- A cluster process representation of a self-exciting process
- Asymptotic Properties of Estimators for the Parameters of Spatial Inhomogeneous Poisson Point Processes
- Spectra of some self-exciting and mutually exciting point processes
- Asymptotic properties and equilibrium conditions for branching Poisson processes
- The probability generating functional