On estimating the dependence between two point processes

DOI10.1214/AOS/1176347140zbMath0672.62088OpenAlexW2013064872MaRDI QIDQ1120235

Hani Doss

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aos/1176347140

zbMATH Keywords

stationarysequencedependence structureasymptotically normalcross-intensity functionapproximate confidence intervalsRipley's K-functionsecond-order distributionstationary bivariate point process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07)

Related Items (3)

Asymptotic goodness-of-fit tests for point processes based on scaled empirical K-functions ⋮ Goodness-of-fit tests for the second moment funciton of a stationary multidimensional poisson process ⋮ Spectra-based estimates of certain time-domain parameters of a bivariate stationary-point process

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