Central limit theorems for empirical product densities of stationary point processes

DOI10.1007/s11203-014-9094-5zbMath1306.60008OpenAlexW1978193244MaRDI QIDQ398572

Lothar Heinrich, Stella Klein

Publication date: 15 August 2014

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://nbn-resolving.org/urn:nbn:de:bvb:384-opus4-12393

zbMATH Keywords

central limit theorems\(\chi^2\)-goodness-of-fit testsBrillinger-mixing propertyempirical pair correlation functionkernel-type product densities estimatorslarge domain statisticsreduced cumulant measuresstationary point processes

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Brillinger-mixing point processes need not to be ergodic ⋮ On the strong Brillinger-mixing property of \(\alpha\)-determinantal point processes and some applications. ⋮ Mixing properties and central limit theorem for associated point processes ⋮ Nonparametric estimation of the pair correlation function of replicated inhomogeneous point processes ⋮ Brillinger mixing of determinantal point processes and statistical applications

Uses Software

• pyuvdata

Cites Work

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• Residual Analysis for Spatial Point Processes (with Discussion)
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