On estimating the asymptotic variance of stationary point processes
DOI10.1007/s11009-008-9113-3zbMath1197.62122MaRDI QIDQ708787
Lothar Heinrich, Michaela Prokešová
Publication date: 14 October 2010
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://pure.au.dk/ws/files/41898989/imf_thiele_2006_17.pdf
mean squared error; central limit theorem; pair correlation function; optimal bandwidth; Brillinger-mixing; Poisson cluster process; factorial moment and cumulant measures; hard-core process; kernel-type estimator; reduced covariance measure
62F12: Asymptotic properties of parametric estimators
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62M09: Non-Markovian processes: estimation
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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