Covariance of empirical functionals for inhomogeneous spatial point processes when the intensity has a parametric form
DOI10.1016/J.JSPI.2014.07.003zbMATH Open1307.62216OpenAlexW2096473385MaRDI QIDQ466529FDOQ466529
Authors: Jean-François Coeurjolly, Yongtao Guan 
Publication date: 27 October 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2014.07.003
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Nonparametric estimation (62G05) Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Cites Work
- An Introduction to the Theory of Point Processes
- Subsampling
- Log Gaussian Cox Processes
- Title not available (Why is that?)
- Resampling methods for dependent data
- An introduction to the theory of point processes
- The impact of bootstrap methods on time series analysis
- On estimating the asymptotic variance of stationary point processes
- A weighted estimating equation approach for inhomogeneous spatial point processes
- A Thinned Block Bootstrap Variance Estimation Procedure for Inhomogeneous Spatial Point Patterns
- Moment estimation for statistics from marked point processes
- Fast block variance estimation procedures for inhomogeneous spatial point processes
Cited In (6)
- Covariance density estimation for autoregressive spectral modelling of point processes
- Estimating functions for inhomogeneous spatial point processes with incomplete covariate data
- On consistent nonparametric intensity estimation for inhomogeneous spatial point processes
- Second-Order Analysis of Inhomogeneous Spatial Point Processes With Proportional Intensity Functions
- On nonparametric variance estimation for second-order statistics of inhomogeneous spatial point processes with a known parametric intensity form
- Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\)
Uses Software
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