Formulas for the second-order analysis of marked point processes

DOI10.1080/02331887908801509zbMath0451.62066OpenAlexW2040016661MaRDI QIDQ3897886

Dietrich Stoyan, Karl-Heinz Hanisch

Publication date: 1979

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331887908801509

zbMATH Keywords

marked point processessecond moment measure

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (4)

Independence of thinned processes characterizes the Poisson process: an elementary proof and a statistical application ⋮ Time series, point processes, and hybrids ⋮ A class of two-type point processes ⋮ Testing the independence of two Poisson processes.

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