On the Bayesian estimation for the stationary Neyman-Scott point processes.

DOI10.1007/s10492-016-0144-8zbMath1413.62134MaRDI QIDQ331326

Jiří Kopecký, Tomáš Mrkvička

Publication date: 26 October 2016

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/145798

zbMATH Keywords

parameter estimation; Bayesian method; Thomas process; shot-noise Cox process; Monte Carlo Markov chain; Neyman-Scott point process

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62M05: Markov processes: estimation; hidden Markov models

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

Uses Software

• Mathematica
• spatstat