Estimators of the asymptotic variance of stationary point processes - a comparison

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F11%3A10099287" target="_blank" >RIV/00216208:11320/11:10099287 - 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
Estimators of the asymptotic variance of stationary point processes - a comparison
Original language description
We investigate estimators of the asymptotic variance of a d-dimensional stationary point process which can be observed in convex and compact sampling window. Asymptotic variance is defined by asymptotic relation and its existence is guaranteed whenever the corresponding reduced covariance measure has finite total variation. The three estimators discussed in the paper are the kernel estimator, the estimator based on the second order intesity of the point process and the subsampling estimator. We study the mean square consistency of the estimators. Since the expressions for the variance of the estimators are not available in closed form and depend on higher order moment measures of the point process, only the bias of the estimators can be compared theoretically. The second part of the paper is therefore devoted to a simulation study which compares the efficiency of the estimators by means of the mean squared error and for several clustered and repulsive point processes observed on middle
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Project
<a href="/en/project/GP201%2F08%2FP100" target="_blank" >GP201/08/P100: Modelling and statistical inference for spatial Cox point processes</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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