Second-order approximation to the characteristic function of certain point-process integrals

DOI10.2307/1427407zbMath0625.62024OpenAlexW4241253172MaRDI QIDQ3028092

Steven P. Ellis

Publication date: 1987

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427407

zbMATH Keywords

characteristic functionsPalm distributionmixingPoisson processsecond-order approximationweak stationarityspatial point processplanar point processfactorial cumulant measuresasymptotics of kernel density estimationclustered point processGauss-Poisson processorderliness

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Stochastic integrals (60H05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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