Inference for thinned point processes, with application to Cox processes
From MaRDI portal
Publication:1069630
DOI10.1016/0047-259X(85)90026-0zbMath0584.62139MaRDI QIDQ1069630
Publication date: 1985
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
state estimationconsistent estimateCox processasymptotically normalasymptotically consistent testcentral limit propertiesempirical Laplace functionalminimum mean-squared error estimatorsthinned point process
Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (11)
Thinning and multinomial thinning of point processes ⋮ Histogram maximum likelihood estimator in the multiplicative intensity model ⋮ Nonparametric inference for thinned point process ⋮ Time-dependent coefficients in a Cox-type regression model ⋮ Optimal asymptotic quadratic error of kernel estimators of Radon–Nikodym derivatives for strong mixing data ⋮ Estimation of the Mean Measure Density of a Discrete Random Measure Through Associated Sequences of Observations ⋮ Properties of residuals for spatial point processes ⋮ Thinning of point processes, revisited ⋮ Kernel Estimators of General Radon-Nikodym Derivatives ⋮ Convergence de I'estimateur à noyau de dérivées de Radon-Nikodym générales dans le cas mélangeant ⋮ Estimation of Palm measures of stationary point processes
Cites Work
- State estimation for Cox processes on general spaces
- Doubly stochastic Poisson processes
- Nonparametric estimation based on censored observations of a Markov renewal process
- Approximation Theorems of Mathematical Statistics
- Combined nonparametric inference and state estimation for mixed poisson processes
- Analyzing point processes subjected to random deletions
- Two dependent Poisson processes whose sum is still a Poisson process
- Limits of compound and thinned point processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Inference for thinned point processes, with application to Cox processes
