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

DOI10.2307/1427407MaRDI QIDQ3028092zbMATH OpenOpenAlexFDO

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

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)

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(5)

• A third order point process characteristics
• 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
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