Central limit theorem for the integrated squared error of the empirical second-order product density and goodness-of-fit tests for stationary point processes

DOI10.1524/strm.2011.1094zbMath1277.60085OpenAlexW260470900MaRDI QIDQ3107439

Stella Klein, Lothar Heinrich

Publication date: 23 December 2011

Published in: Statistics & Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/1466

zbMATH Keywords

asymptotic variancepair correlation functionBrillinger-mixingcumulant measuressecond-order analysis of point processes

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (7)

On the higher order product density functions of a Neyman-Scott cluster point process ⋮ On the strong Brillinger-mixing property of \(\alpha\)-determinantal point processes and some applications. ⋮ Absolute regularity and Brillinger-mixing of stationary point processes ⋮ Central limit theorems for empirical product densities of stationary point processes ⋮ A concentration inequality for inhomogeneous Neyman-Scott point processes ⋮ Empirical mark covariance and product density function of stationary marked point processes -- a survey on asymptotic results ⋮ Brillinger mixing of determinantal point processes and statistical applications

Cites Work

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• Strong convergence of kernel estimators for product densities of absolutely regular point processes
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• A Bivariate Cramer-von Mises Type of Test for Spatial Randomness
• Testing the complete spatial randomness by Diggle's test without an arbitrary upper limit
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