Testing separability in marked multidimensional point processes with covariates

DOI10.1007/S10463-010-0284-7zbMath1230.62110OpenAlexW2157690134MaRDI QIDQ652602

Frederic Paik Schoenberg, Chien-Hsun Chang

Publication date: 14 December 2011

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0284-7

zbMATH Keywords

separabilitytestingcovariatesmarked point processesconditional intensitywildfires

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Non-Markovian processes: hypothesis testing (62M07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Uses Software

• R
• MASS (R)
• sm

Cites Work

• An asymptotically optimal window selection rule for kernel density estimates
• Space-time point-process models for earthquake occurrences
• Statistical Analysis of Financial Data in S-Plus
• Testing Separability in Spatial-Temporal Marked Point Processes
• An Introduction to the Theory of Point Processes
• A Space–Time Conditional Intensity Model for Evaluating a Wildfire Hazard Index
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