On estimating the asymptotic variance of stationary point processes
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Cites work
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- scientific article; zbMATH DE number 786469 (Why is no real title available?)
- An introduction to the theory of point processes
- Asymptotic properties of stereological estimators of volume fraction for stationary random sets
- Asymptotically optimal estimation for the reduced second moment measure of point processes
- Improving ratio estimators of second order point process characteristics
- Kernel Estimation of the Spectral Density of Stationary Random Closed Sets
- Moment estimation for statistics from marked point processes
- Normal approximation for some mean-value estimates of absolutely regular tessellations
- Normal convergence of multidimensional shot noise and rates of this convergence
- On the Second-Order and Orientation Analysis of Planar Stationary Point Processes
- Spectral theory for random closed sets and estimating the covariance via frequency space
- Statistical Analysis and Modelling of Spatial Point Patterns
- Statistical Inference for Spatial Processes
- Strong convergence of kernel estimators for product densities of absolutely regular point processes
Cited in
(18)- Estimators of the asymptotic variance of stationary point processes -- a comparison
- Brillinger mixing of determinantal point processes and statistical applications
- On the strong Brillinger-mixing property of \(\alpha\)-determinantal point processes and some applications.
- Functional principal component analysis of spatiotemporal point processes with applications in disease surveillance
- scientific article; zbMATH DE number 1867255 (Why is no real title available?)
- Variance asymptotics for the area of planar cylinder processes generated by Brillinger-mixing point processes
- Estimation variances for estimators of product densities and pair correlation functions of planar point processes
- Covariance of empirical functionals for inhomogeneous spatial point processes when the intensity has a parametric form
- Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks
- On the Bayesian estimation for the stationary Neyman-Scott point processes.
- Self-crossing points of a line segment process
- Asymptotically optimal estimation for the reduced second moment measure of point processes
- scientific article; zbMATH DE number 3925940 (Why is no real title available?)
- Asymptotic goodness-of-fit tests for point processes based on scaled empirical \(K\)-functions
- The correct asymptotic variance for the sample mean of a homogeneous Poisson marked point process
- On estimating the structure factor of a point process, with applications to hyperuniformity
- Median-based estimation of the intensity of a spatial point process
- Bias-corrected variance estimation and hypothesis testing for spatial point and marked point processes using subsampling
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