Asymptotic Palm likelihood theory for stationary point processes

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F13%3A10103539" target="_blank" >RIV/00216208:11320/13:10103539 - isvavai.cz</a>
Result on the web
<a href="http://link.springer.com/article/10.1007%2Fs10463-012-0376-7" target="_blank" >http://link.springer.com/article/10.1007%2Fs10463-012-0376-7</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s10463-012-0376-7" target="_blank" >10.1007/s10463-012-0376-7</a>

Result language
angličtina
Original language name
Asymptotic Palm likelihood theory for stationary point processes
Original language description
In the present paper, we propose a Palm likelihood approach as a general estimating principle for stationary point processes in Rd for which the density of the second-order factorial moment measure is available in closed form or in an integral representation. Examples of such point processes include the Neyman-Scott processes and the log Gaussian Cox processes. The computations involved in determining the Palm likelihood estimator are simple. Conditions are provided under which the Palm likelihood estimator is strongly consistent and asymptotically normally distributed.
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
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)

Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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