Testing separability in marked multidimensional point processes with covariates

DOI10.1007/S10463-010-0284-7zbMATH Open1230.62110OpenAlexW2157690134MaRDI QIDQ652602FDOQ652602

Frederic Paik Schoenberg, Chien-Hsun Chang

Publication date: 14 December 2011

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0284-7

zbMATH Keywords

covariatestestingseparabilityconditional intensitymarked point processeswildfires

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of statistics to environmental and related topics (62P12) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Statistical Analysis of Financial Data in S-Plus
• Title not available (Why is that?)
• Space-time point-process models for earthquake occurrences
• Title not available (Why is that?)
• An Introduction to the Theory of Point Processes
• A Space–Time Conditional Intensity Model for Evaluating a Wildfire Hazard Index
• An asymptotically optimal window selection rule for kernel density estimates
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• Testing Separability in Spatial-Temporal Marked Point Processes

Cited In (1)

• A first-order, ratio-based nonparametric separability test for spatiotemporal point processes

Uses Software

• R
• MASS (R)
• sm

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