A bootstrap for point processes

DOI10.1080/00949659808811878zbMath0900.62218OpenAlexW2002524512MaRDI QIDQ4392585

W. John Braun, Reg J. Kulperger

Publication date: 16 November 1998

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659808811878

zbMATH Keywords

bootstrappoint processweak dependenceNeyman-Scott processintensity estimate

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Nonparametric statistical resampling methods (62G09) Applications of statistics (62P99)

Related Items (4)

A Bootstrap Algorithm for Data from a Periodic Multiplicative Intensity Function ⋮ Parametric Modeling of Reaction Time Experiment Data ⋮ Re-colouring the Intensity-Based Bootstrap for Point Processes ⋮ Bootstrapping an inhomogeneous point process

Cites Work

• Unnamed Item
• Unnamed Item
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
• An introduction to the theory of point processes
• Bootstrapping the sample means for stationary mixing sequences
• The jackknife and the bootstrap for general stationary observations
• A course on point processes
• The probability generating functional
• The bootstrap and Edgeworth expansion

This page was built for publication: A bootstrap for point processes