Estimators of the asymptotic variance of stationary point processes -- a comparison
zbMATH Open1238.62098MaRDI QIDQ2882848FDOQ2882848
Authors: Michaela Prokešová 
Publication date: 8 May 2012
Published in: Kybernetika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/196632
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- On nonparametric variance estimation for second-order statistics of inhomogeneous spatial point processes with a known parametric intensity form
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- scientific article; zbMATH DE number 1526011
- Asymptotic methods in statistics of random point processes
mean squared errorsubsamplingPoisson cluster processhard-core processkernel-type estimatorreduced covariance measurefactorial moment measurescumulant measures
Asymptotic properties of parametric estimators (62F12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09)
Cites Work
- An Introduction to the Theory of Point Processes
- Statistical Analysis and Modelling of Spatial Point Patterns
- Statistical Inference for Spatial Processes
- Normal convergence of multidimensional shot noise and rates of this convergence
- Asymptotic properties of stereological estimators of volume fraction for stationary random sets
- Title not available (Why is that?)
- Title not available (Why is that?)
- On estimating the asymptotic variance of stationary point processes
- On Subsampling Estimators with Unknown Rate of Convergence
- Title not available (Why is that?)
- Asymptotic gaussianity of some estimators for reduced factorial moment measures and product densities of stationary poisson cluster processes
- Normal approximation for some mean-value estimates of absolutely regular tessellations
- Asymptotic Palm likelihood theory for stationary point processes
- Strong convergence of kernel estimators for product densities of absolutely regular point processes
- Moment estimation for statistics from marked point processes
- Kernel Estimation of the Spectral Density of Stationary Random Closed Sets
- Asymptotic goodness-of-fit tests for point processes based on scaled empirical \(K\)-functions
Cited In (10)
- Comparing the Variability of Random Variables and Point Processes
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- On estimating the asymptotic variance of stationary point processes
- Asymptotic gaussianity of some estimators for reduced factorial moment measures and product densities of stationary poisson cluster processes
- Asymptotic methods in statistics of random point processes
- Estimation variances for estimators of product densities and pair correlation functions of planar point processes
- Title not available (Why is that?)
- On nonparametric variance estimation for second-order statistics of inhomogeneous spatial point processes with a known parametric intensity form
- The correct asymptotic variance for the sample mean of a homogeneous Poisson marked point process
- A general central limit theorem and a subsampling variance estimator for \(\alpha\)-mixing point processes
Uses Software
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