Second-order approximation to the characteristic function of certain point-process integrals

DOI10.2307/1427407MaRDI QIDQ3028092zbMATH OpenOpenAlexFDO

Authors Steven P. Ellis

Publication date 1987

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427407

zbMATH Keywords

asymptotics of kernel density estimationcharacteristic functionsclustered point processfactorial cumulant measuresGauss-Poisson processmixingorderlinessPalm distributionplanar point processPoisson processsecond-order approximationspatial point processweak stationarity

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integrals (60H05) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Recommendations

• Estimation variances for estimators of product densities and pair correlation functions of planar point processes
• Maximum likelihood estimation for stationary point processes
• Density estimation for point processes
• Vitesse de convergence des estimateurs a noyau pour l'intensite d'un processus ponctuel
• scientific article; zbMATH DE number 4098522
• scientific article; zbMATH DE number 4080686
• scientific article; zbMATH DE number 1275346

Cited in

(5)

• Density estimation for point processes
• Rare events in queueing systems -- A survey
• A third order point process characteristics
• An integral equation for the second moment function of a geometric process and its numerical solution
• Second-order analysis of improper complex random vectors and processes

This page was built for publication: Second-order approximation to the characteristic function of certain point-process integrals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3028092)