Estimation variances for Poisson processes of compact sets

DOI10.1239/AAP/1011994028MaRDI QIDQ4330062zbMATH OpenOpenAlexFDO

Authors T. Mrkvicka

Publication date 15 May 2002

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/aap/1011994028

zbMATH Keywords

Boolean modelcomplete statisticintensity estimationPoisson processRao-Blackwell theoremsegment processsufficient statistic

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Sufficient statistics and fields (62B05) Markov processes: estimation; hidden Markov models (62M05)

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(5)

• Estimation of the parameters of Poisson random sets
• Spatial prediction of the mark of a location-dependent marked point process: how the use of a parametric model may improve prediction.
• Mean Densities and Spherical Contact Distribution Function of Inhomogeneous Boolean Models
• Estimation variances for parameterized marked Poisson processes and for parameterized Poisson segment processes.
• Comparison of length-intensity estimators for segment processes

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