On Estimating the Asymptotic Variance of Stationary Point Processes

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10052040" target="_blank" >RIV/00216208:11320/10:10052040 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

On Estimating the Asymptotic Variance of Stationary Point Processes

Original language description

We investigate a class of kernel estimators of the asymptotic variance of a d-dimensional stationary point process which can be observed in a cubic sampling window. Depending on the rate of decay (polynomially or exponentially) of the total variation ofreduced second order factorial moment measure outside of an expanding ball centered at the origin, we determine optimal bandwidths minimizing the mean squared error of the asymptotic variance. Our theoretical results are illustrated and supported by a simulation study which compares the (relative) mean squared errors of the estimator of asymptotic variance for planar Poisson, Poisson cluster, and hard-core point processes and for various values of the bandwidth.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BA - General mathematics

OECD FORD branch

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Project

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Continuities

V - Vyzkumna aktivita podporovana z jinych verejnych zdroju

Publication year

2010

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Methodology and Computing in Applied Probability

ISSN

1387-5841

e-ISSN

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Volume of the periodical

12

Issue of the periodical within the volume

3

Country of publishing house

NL - THE KINGDOM OF THE NETHERLANDS

Number of pages

21

Pages from-to

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UT code for WoS article

000279600300009

EID of the result in the Scopus database

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