scientific article; zbMATH DE number 1204297

DOI10.1002/(SICI)1521-4036(199808)40:4%3C431::AID-BIMJ431%3E3.0.CO;2-VzbMATH Open0908.62084MaRDI QIDQ4208754FDOQ4208754

Authors Rosa Capobianco, Eric Renshaw

Publication date 15 March 1999

zbMATH Keywords

latticesimulationmarked point processtreesisotropyspectrumanisotropyrank testautocovariance functionmark correlation functionedge-correction

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07)

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Cited in

(7)

• On asymptotic properties of the mark variogram estimator of a marked point process
• Autoregressive Point Processes as Latent State-Space Models: A Moment-Closure Approach to Fluctuations and Autocorrelations
• Empirical mark covariance and product density function of stationary marked point processes -- a survey on asymptotic results
• Partial characteristics for marked spatial point processes
• Covariance density estimation for autoregressive spectral modelling of point processes
• Analysing Multivariate Spatial Point Processes with Continuous Marks: A Graphical Modelling Approach
• Estimating Mark Functions Through Spectral Analysis for Marked Point Patterns

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