Empirical mark covariance and product density function of stationary marked point processes -- a survey on asymptotic results

DOI10.1007/s11009-012-9314-7zbMath1308.60063OpenAlexW1993809948MaRDI QIDQ479135

Lothar Heinrich, Martin Moser, Stella Klein

Publication date: 5 December 2014

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-012-9314-7

zbMATH Keywords

kernel estimationcentral limit theoremweak consistencymarked point processesempirical mark covariance functionmark cumulant measure

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Asymptotic goodness-of-fit tests for the Palm mark distribution of stationary point processes with correlated marks ⋮ Estimation of entropy for Poisson marked point processes

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