Intensity-based inference for planar point processes

DOI10.1016/0047-259X(90)90085-VzbMath0689.62080MaRDI QIDQ581985

B. Gail Ivanoff, Ely Merzbach

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalitycentral limit theoremlikelihood functionsufficiencygeneral exponential formulaMartingale estimators

Mathematics Subject Classification ID

Random fields (60G60) Generalizations of martingales (60G48) Inference from stochastic processes (62M99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Invariance principle for martingales on the plane
• Poisson convergence in two dimensions with application to row and column exchangeable arrays
• A characterization of the spatial Poisson process and changing time
• Martingales, potentials and exponentials associated with a two-parameter jump process
• Équations du filtrage pour un processus de poisson mélangé á deux indices
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications

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