Pages that link to "Item:Q4208754"
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The following pages link to The autocovariance function for marked point processes: a comparison between two different approaches (Q4208754):
Displaying 7 items.
- Empirical mark covariance and product density function of stationary marked point processes -- a survey on asymptotic results (Q479135) (← links)
- Covariance density estimation for autoregressive spectral modelling of point processes (Q1120240) (← links)
- On asymptotic properties of the mark variogram estimator of a marked point process (Q2433823) (← links)
- Autoregressive Point Processes as Latent State-Space Models: A Moment-Closure Approach to Fluctuations and Autocorrelations (Q5157255) (← links)
- Estimating Mark Functions Through Spectral Analysis for Marked Point Patterns (Q5484672) (← links)
- Analysing Multivariate Spatial Point Processes with Continuous Marks: A Graphical Modelling Approach (Q6086605) (← links)
- Partial characteristics for marked spatial point processes (Q6615746) (← links)
