Asymptotic properties of the minimum contrast estimators for projections of inhomogeneous space-time shot-noise Cox processes

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F16%3A10328817" target="_blank" >RIV/00216208:11320/16:10328817 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1007/s10492-016-0138-6" target="_blank" >http://dx.doi.org/10.1007/s10492-016-0138-6</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s10492-016-0138-6" target="_blank" >10.1007/s10492-016-0138-6</a>

Result language

angličtina

Original language name

Asymptotic properties of the minimum contrast estimators for projections of inhomogeneous space-time shot-noise Cox processes

Original language description

We consider a flexible class of space-time point process models-inhomogeneous shot-noise Cox point processes. They are suitable for modelling clustering phenomena, e.g. in epidemiology, seismology, etc. The particular structure of the model enables the use of projections to the spatial and temporal domain. They are used to formulate a stepwise estimation method to estimate different parts of the model separately. In the first step, the Poisson likelihood approach is used to estimate the inhomogeneity parameters. In the second and third steps, the minimum contrast estimation based on K-functions of the projected processes is used to estimate the interaction parameters. We study the asymptotic properties of the resulting estimators and formulate a set of conditions sufficient for establishing consistency and asymptotic normality of the estimators under the increasing domain asymptotics.

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

—

Project

<a href="/en/project/GA16-03708S" target="_blank" >GA16-03708S: Spatial geometrical statistics of random sets in Euclidean spaces</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2016

Confidentiality

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

Name of the periodical

Applications of Mathematics

ISSN

0862-7940

e-ISSN

—

Volume of the periodical

61

Issue of the periodical within the volume

4

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

25

Pages from-to

387-411

UT code for WoS article

000380689000003

EID of the result in the Scopus database

2-s2.0-84982701868