On estimating the asymptotic variance of stationary point processes
DOI10.1007/S11009-008-9113-3zbMATH Open1197.62122OpenAlexW2055226700MaRDI QIDQ708787FDOQ708787
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
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pair correlation functioncentral limit theoremmean squared erroroptimal bandwidthBrillinger-mixingPoisson cluster processfactorial moment and cumulant measureshard-core processkernel-type estimatorreduced covariance measure
Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09)
Cites Work
- On the Second-Order and Orientation Analysis of Planar Stationary Point Processes
- Statistical Analysis and Modelling of Spatial Point Patterns
- Statistical Inference for Spatial Processes
- An introduction to the theory of point processes
- Normal convergence of multidimensional shot noise and rates of this convergence
- Asymptotic properties of stereological estimators of volume fraction for stationary random sets
- Title not available (Why is that?)
- Improving ratio estimators of second order point process characteristics
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- Normal approximation for some mean-value estimates of absolutely regular tessellations
- Strong convergence of kernel estimators for product densities of absolutely regular point processes
- Moment estimation for statistics from marked point processes
- Spectral theory for random closed sets and estimating the covariance via frequency space
- Kernel Estimation of the Spectral Density of Stationary Random Closed Sets
- Asymptotically optimal estimation for the reduced second moment measure of point processes
Cited In (17)
- 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.
- Title not available (Why is that?)
- Variance asymptotics for the area of planar cylinder processes generated by Brillinger-mixing point processes
- Bias-Corrected Variance Estimation and Hypothesis Testing for Spatial Point and Marked Point Processes Using Subsampling
- Asymptotic goodness-of-fit tests for point processes based on scaled empirical K-functions
- 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
- Functional Principal Component Analysis of Spatiotemporal Point Processes With Applications in Disease Surveillance
- Asymptotically optimal estimation for the reduced second moment measure of point processes
- Title not available (Why is that?)
- On estimating the structure factor of a point process, with applications to hyperuniformity
- Median-based estimation of the intensity of a spatial point process
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