Stable marked point processes

DOI10.1214/009053606000001163MaRDI QIDQ997384zbMATH OpenOpenAlexFDO

Authors Tucker S. McElroy, Dimitris Politis

Publication date 23 July 2007

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0708.0536

zbMATH Keywords

subsamplingPoisson processrandom fieldheavy-tailed random variablesstable random measure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Statistics of extreme values; tail inference (62G32)

Abstract: In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson process. Under this assumption, we study the limit behavior of the partial sums of the marked point process $(t_i,X(t_i))$, where X(t) is a stationary random field and the points t_i are generated from an independent Poisson random measure $mathbbN$ on $mathbb{R}^d$. We define the sample mean and sample variance statistics and determine their joint asymptotic behavior in a heavy-tailed setting, thus extending some finite variance results of Karr [Adv. in Appl. Probab. 18 (1986) 406--422]. New results on subsampling in the context of a marked point process are also presented, with the application of forming a confidence interval for the unknown mean under an unknown degree of heavy tails.

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Cites work

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Cited in

(10)

• Non-Gaussian semi-stable laws arising in sampling of finite point processes
• Prediction of the Sample Variance of Marks for a Marked Spatial Point Process by the Threshold Method
• On joint Fourier-Laplace transforms
• Large sample inference for irregularly spaced dependent observations based on subsampling.
• A Kolmogorov-Smirnov type test for independence between marks and points of marked point processes
• Empirical distributions in marked point processes
• Moment estimation for statistics from marked point processes
• Intrinsically weighted means and non-ergodic marked point processes
• The correct asymptotic variance for the sample mean of a homogeneous Poisson marked point process
• On the measurement and treatment of extremes in time series

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