Estimation variances for parameterized marked Poisson processes and for parameterized Poisson segment processes.

zbMATH Open1098.62111MaRDI QIDQ5488160FDOQ5488160

Authors: T. Mrkvicka 

Publication date: 13 September 2006

Full work available at URL: http://www.emis.de/journals/CMUC/cmuc0401/cmuc0401.htm

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zbMATH Keywords

marked point processsufficient statisticRao-Blackwell theoremcomplete statisticPoisson segment process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Sufficient statistics and fields (62B05)

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• Spatial prediction of the mark of a location-dependent marked point process: how the use of a parametric model may improve prediction.
• Title not available (Why is that?)
• Planar segment processes with reference mark distributions, modeling and estimation
• Comparison of length-intensity estimators for segment processes
• Estimation variances for Poisson processes of compact sets

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