scientific article; zbMATH DE number 3764998
zbMATH Open0486.62089MaRDI QIDQ3947014FDOQ3947014
Authors: Klaus Krickeberg 
Publication date: 1982
Title of this publication is not available (Why is that?)
predictionPoisson processespoint processesorder statisticsextrapolationCox processesconditional probabilitiesGibbs processesspatial phenomena
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes (62M99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (11)
- Spatial logistic regression and change-of-support in Poisson point processes
- Parametric estimation of spatial-temporal point processes using the Stoyan-Grabarnik statistic
- Upper bound of the speed of convergence of moment density estimators for stationary point processes
- Asymptotic gaussianity of some estimators for reduced factorial moment measures and product densities of stationary poisson cluster processes
- Consistent parametric estimation of the intensity of a spatial-temporal point process
- Brillinger-mixing point processes need not to be ergodic
- Estimation of Palm measures of stationary point processes
- Estimation of the intensity of non-homogeneous point processes via wavelets
- Consistent estimation of the intensity function of a cyclic Poisson process.
- Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\)
- Inference for random sampling processes
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