A bootstrap for point processes

DOI10.1080/00949659808811878zbMATH Open0900.62218OpenAlexW2002524512MaRDI QIDQ4392585FDOQ4392585

Authors: W. John Braun, Reg J. Kulperger 

Publication date: 16 November 1998

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659808811878

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zbMATH Keywords

bootstrappoint processweak dependenceNeyman-Scott processintensity estimate

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Non-Markovian processes: estimation (62M09) Applications of statistics (62P99)

Cites Work

• The jackknife and the bootstrap for general stationary observations
• Title not available (Why is that?)
• Title not available (Why is that?)
• The bootstrap and Edgeworth expansion
• An introduction to the theory of point processes
• The probability generating functional
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
• Bootstrapping the sample means for stationary mixing sequences
• A course on point processes

Cited In (11)

• Is bootstrap really helpful in point process statistics?
• Re-colouring the Intensity-Based Bootstrap for Point Processes
• Title not available (Why is that?)
• Bootstrapping point processes with some applications
• A Bootstrap Algorithm for Data from a Periodic Multiplicative Intensity Function
• On estimating the dependence between two point processes
• Bootstrapping an inhomogeneous point process
• Parametric modeling of reaction time experiment data
• Title not available (Why is that?)
• Bootstrap Confidence Regions for the Intensity of a Poisson Point Process
• Bootstrap and permutation tests of independence for point processes

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