Empirical mark covariance and product density function of stationary marked point processes -- a survey on asymptotic results
type: Item
instance of: scholarly article
title: Empirical mark covariance and product density function of stationary marked point processes -- a survey on asymptotic results
zbMATH Open document ID: 1308.60063
author: Lothar Heinrich
author: Stella Klein
author: Martin Moser
published in: Methodology and Computing in Applied Probability
publication date: 2014-12-05T00:00:00Z
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G60
zbMATH DE Number: 6377113
zbMATH Keywords: marked point processes
zbMATH Keywords: kernel estimation
zbMATH Keywords: empirical mark covariance function
zbMATH Keywords: weak consistency
zbMATH Keywords: central limit theorem
zbMATH Keywords: mark cumulant measure
MaRDI profile type: Publication
full work available at URL: s11009-012-9314-7
OpenAlex ID: W1993809948
cites work: Q4080507
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DOI: 10.1007/S11009-012-9314-7
description: scientific article; zbMATH DE number 6377113