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

DOI10.2307/1427407zbMATH Open0625.62024OpenAlexW4241253172MaRDI QIDQ3028092FDOQ3028092

Authors: 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

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zbMATH Keywords

spatial point processweak stationaritymixingPoisson processcharacteristic functionssecond-order approximationPalm distributionplanar point processfactorial cumulant measuresasymptotics of kernel density estimationclustered point processGauss-Poisson processorderliness

Mathematics Subject Classification ID

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

Cited In (5)

• Density estimation for point processes
• Rare events in queueing systems -- A survey
• An integral equation for the second moment function of a geometric process and its numerical solution
• Second-order analysis of improper complex random vectors and processes
• A third order point process characteristics

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