Two-step estimation procedures for inhomogeneous shot-noise Cox processes

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F17%3A10365532" target="_blank" >RIV/00216208:11320/17:10365532 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1007/s10463-016-0556-y" target="_blank" >http://dx.doi.org/10.1007/s10463-016-0556-y</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s10463-016-0556-y" target="_blank" >10.1007/s10463-016-0556-y</a>

Result language

angličtina

Original language name

Two-step estimation procedures for inhomogeneous shot-noise Cox processes

Original language description

In the present paper, we discuss and compare several two-step estimation procedures for inhomogeneous shot-noise Cox processes. The intensity function is parametrized by the inhomogeneity parameters while the pair-correlation function is parametrized by the interaction parameters. The suggested procedures are based on a combination of Poisson likelihood estimation of the inhomogeneity parameters in the first step and an adaptation of a method from the homogeneous case for estimation of the interaction parameters in the second step. The adapted methods, based on minimum contrast estimation, composite likelihood and Palm likelihood, are compared both theoretically and by means of a simulation study. The general conclusion from the simulation study is that the three estimation methods have similar performance. Two-step estimation with Palm likelihood has not been considered before and is motivated by the superior performance of the Palm likelihood in the stationary case for estimation of certain parameters of interest. Asymptotic normality of the two-step estimator with Palm likelihood is proved.

Czech name

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Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

—

OECD FORD branch

10103 - Statistics and probability

Project

<a href="/en/project/GAP201%2F10%2F0472" target="_blank" >GAP201/10/0472: Stochastic geometry - inhomogeneity, marking, dynamics and stereology</a><br>

Continuities

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

Publication year

2017

Confidentiality

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

Name of the periodical

Annals of the Institute of Statistical Mathematics

ISSN

0020-3157

e-ISSN

—

Volume of the periodical

69

Issue of the periodical within the volume

3

Country of publishing house

DE - GERMANY

Number of pages

30

Pages from-to

513-542

UT code for WoS article

000399700600002

EID of the result in the Scopus database

2-s2.0-84975678749