Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\)

DOI10.1016/0304-4149(86)90118-3zbMath0594.62099OpenAlexW2067825201MaRDI QIDQ1077118

B. George

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90118-3

zbMATH Keywords

minimum contrast estimatorBrillinger-mixingstationary point processasymptotically normallycovariance densityvague topologyweakly consistent

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• [https://portal.mardi4nfdi.de/wiki/Publication:3308790 �tude de la vraisemblance d'un processus de Gauss-Poisson et deux applications]
• Likelihood and nearest-neighbor distance properties of multidimensional Poisson cluster processes
• Punktprozesse mit Wechselwirkung
• Testing the hypothesis that a point is Poisson
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