On estimating the asymptotic variance of stationary point processes

DOI10.1007/s11009-008-9113-3zbMath1197.62122OpenAlexW2055226700MaRDI QIDQ708787

Lothar Heinrich, Michaela Prokešová

Publication date: 14 October 2010

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

Full work available at URL: https://pure.au.dk/ws/files/41898989/imf_thiele_2006_17.pdf

zbMATH Keywords

mean squared errorcentral limit theorempair correlation functionoptimal bandwidthBrillinger-mixingPoisson cluster processfactorial moment and cumulant measureshard-core processkernel-type estimatorreduced covariance measure

Mathematics Subject Classification ID

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Uses Software

• spatial

Cites Work

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• Normal approximation for some mean-value estimates of absolutely regular tessellations
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• Moment Estimation for Statistics from Marked Point Processes
• Asymptotically optimal estimation for the reduced second moment measure of point processes
• Normal convergence of multidimensional shot noise and rates of this convergence
• Asymptotic properties of stereological estimators of volume fraction for stationary random sets
• On the Second-Order and Orientation Analysis of Planar Stationary Point Processes
• Strong convergence of kernel estimators for product densities of absolutely regular point processes
• Spectral theory for random closed sets and estimating the covariance via frequency space
• Kernel Estimation of the Spectral Density of Stationary Random Closed Sets
• Statistical Analysis and Modelling of Spatial Point Patterns
• Statistical Inference for Spatial Processes

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