Intensity-based inference for planar point processes
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Publication:581985
DOI10.1016/0047-259X(90)90085-VzbMATH Open0689.62080MaRDI QIDQ581985FDOQ581985
Publication date: 1990
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
asymptotic normalityconsistencycentral limit theoremsufficiencylikelihood functiongeneral exponential formulaMartingale estimators
Inference from stochastic processes (62M99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60) Generalizations of martingales (60G48)
Cites Work
- Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Invariance principle for martingales on the plane
- Title not available (Why is that?)
- Title not available (Why is that?)
- Poisson convergence in two dimensions with application to row and column exchangeable arrays
- A characterization of the spatial Poisson process and changing time
- Title not available (Why is that?)
- Martingales, potentials and exponentials associated with a two-parameter jump process
- Équations du filtrage pour un processus de poisson mélangé á deux indices
- Title not available (Why is that?)
- Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
- Title not available (Why is that?)
- Title not available (Why is that?)
Cited In (5)
- Fast approximation of the intensity of Gibbs point processes
- On the tractability of the measure associated to the phase-type planar point process
- Differentiablity of point process models and asymptotic efficiency of differentiable functionals
- Inférence par les martingales pour des processus ponctuels à compensateur discontinu
- Approximating Point Process Likelihoods with GLIM
Recommendations
- Point processes in the plane 👍 👎
- On estimation of the intensity function of a point process 👍 👎
- On conditional intensities of point processes 👍 👎
- On point processes in the plane 👍 👎
- Intensity Estimation for Spatial Point Processes Observed with Noise 👍 👎
- Fast approximation of the intensity of Gibbs point processes 👍 👎
- On consistent nonparametric intensity estimation for inhomogeneous spatial point processes 👍 👎
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