Strong convergence of kernel estimators for product densities of absolutely regular point processes
DOI10.1080/10485259708832715zbMATH Open0884.60041OpenAlexW1967195392MaRDI QIDQ4352134FDOQ4352134
Lothar Heinrich, Eckhard Liebscher
Publication date: 23 March 1998
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259708832715
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pair correlation functionrates of convergenceabsolute regularitylarge deviation inequalitiesuniform strong convergenceproduct densitykernel-type estimatorestimation variancesecond-order point process
Asymptotic properties of nonparametric inference (62G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Strong limit theorems (60F15)
Cites Work
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Cited In (12)
- Kernel estimation of the diameter distribution in boolean models with spherical grains
- Estimators of the asymptotic variance of stationary point processes -- a comparison
- A Contribution to the Nonparametric Statistics of Particle Systems
- A Contribution to the Nonparametric Statistics of Particle Systems
- A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions
- Convergence results for point processes estimators
- Central limit theorems for empirical product densities of stationary point processes
- On estimating the asymptotic variance of stationary point processes
- Title not available (Why is that?)
- Upper bound of the speed of convergence of moment density estimators for stationary point processes
- Vitesse de convergence des estimateurs a noyau pour l'intensite d'un processus ponctuel
- Central limit theorem for the integrated squared error of the empirical second-order product density and goodness-of-fit tests for stationary point processes
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