Publication:2882848
From MaRDI portal
zbMath1238.62098MaRDI QIDQ2882848
Publication date: 8 May 2012
Full work available at URL: https://eudml.org/doc/196632
mean squared error; subsampling; Poisson cluster process; hard-core process; kernel-type estimator; reduced covariance measure; factorial moment measures; cumulant measures
62F12: Asymptotic properties of parametric estimators
62M09: Non-Markovian processes: estimation
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On estimating the asymptotic variance of stationary point processes
- Normal approximation for some mean-value estimates of absolutely regular tessellations
- Asymptotic Palm likelihood theory for stationary point processes
- Moment Estimation for Statistics from Marked Point Processes
- Normal convergence of multidimensional shot noise and rates of this convergence
- Asymptotic gaussianity of some estimators for reduced factorial moment measures and product densities of stationary poisson cluster processes
- Asymptotic properties of stereological estimators of volume fraction for stationary random sets
- Strong convergence of kernel estimators for product densities of absolutely regular point processes
- On Subsampling Estimators with Unknown Rate of Convergence
- Asymptotic goodness-of-fit tests for point processes based on scaled empirical K-functions
- Kernel Estimation of the Spectral Density of Stationary Random Closed Sets
- An Introduction to the Theory of Point Processes
- Statistical Analysis and Modelling of Spatial Point Patterns
- Statistical Inference for Spatial Processes
