Weak dependence of point processes and application to second-order statistics†

DOI10.1080/02331888.2016.1153097zbMath1355.60063MaRDI QIDQ2953970

Paul Doukhan, Gabriel Lang

Publication date: 11 January 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://hal-agroparistech.archives-ouvertes.fr/hal-03470919/file/weakdepst4.pdf

zbMATH Keywords

point processes; weak dependence; Cox process; Neyman-Scott process; cluster statistics

Mathematics Subject Classification ID

62M30: Inference from spatial processes

60F05: Central limit and other weak theorems

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Cites Work

• Adaptive tests of homogeneity for a Poisson process
• A new weak dependence condition and applications to moment inequalities
• Rates in the empirical central limit theorem for stationary weakly dependent random fields.
• Weak dependence. With examples and applications.
• A Stochastic Model for Order Book Dynamics
• Non-strong mixing autoregressive processes
• Mixing of cluster point processes
• Goodness-of-fit tests for the second moment funciton of a stationary multidimensional poisson process
• Goodness-of-fit test for complete spatial randomness against mixtures of regular and clustered spatial point processes
• Comparing the Performances of Diggle's Tests of Spatial Randomness for Small Samples with and without Edge‐Effect Correction: Application to Ecological Data
• Dependent Lindeberg central limit theorem and some applications
• Testing randomness of spatial point patterns with the Ripley statistic
• Statistical Analysis and Modelling of Spatial Point Patterns