Parameter estimation for inhomogeneous space-time shot-noise Cox point processes

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F16%3A10328826" target="_blank" >RIV/00216208:11320/16:10328826 - isvavai.cz</a>

Výsledek na webu

<a href="http://onlinelibrary.wiley.com/doi/10.1111/sjos.12222/epdf" target="_blank" >http://onlinelibrary.wiley.com/doi/10.1111/sjos.12222/epdf</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1111/sjos.12222" target="_blank" >10.1111/sjos.12222</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Parameter estimation for inhomogeneous space-time shot-noise Cox point processes

Popis výsledku v původním jazyce

We consider the problem of parameter estimation for inhomogeneous space-time shot-noise Cox point processes. We explore the possibility of using a stepwise estimation method and dimensionality-reducing techniques to estimate different parts of the model separately. We discuss the estimation method using projection processes and propose a refined method that avoids projection to the temporal domain. This remedies the main flaw of the method using projection processes - possible overlapping in the projection process of clusters, which are clearly separated in the original space-time process. This issue is more prominent in the temporal projection process where the amount of information lost by projection is higher than in the spatial projection process. For the refined method, we derive consistency and asymptotic normality results under the increasing domain asymptotics and appropriate moment and mixing assumptions. We also present a simulation study that suggests that cluster overlapping is successfully overcome by the refined method.

Název v anglickém jazyce

Parameter estimation for inhomogeneous space-time shot-noise Cox point processes

Popis výsledku anglicky

We consider the problem of parameter estimation for inhomogeneous space-time shot-noise Cox point processes. We explore the possibility of using a stepwise estimation method and dimensionality-reducing techniques to estimate different parts of the model separately. We discuss the estimation method using projection processes and propose a refined method that avoids projection to the temporal domain. This remedies the main flaw of the method using projection processes - possible overlapping in the projection process of clusters, which are clearly separated in the original space-time process. This issue is more prominent in the temporal projection process where the amount of information lost by projection is higher than in the spatial projection process. For the refined method, we derive consistency and asymptotic normality results under the increasing domain asymptotics and appropriate moment and mixing assumptions. We also present a simulation study that suggests that cluster overlapping is successfully overcome by the refined method.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

<a href="/cs/project/GA16-03708S" target="_blank" >GA16-03708S: Prostorová geometrická statistika náhodných množin v eukleidovských prostorech</a><br>

Návaznosti

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

Rok uplatnění

2016

Kód důvěrnosti údajů

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

Název periodika

Scandinavian Journal of Statistics

ISSN

0303-6898

e-ISSN

—

Svazek periodika

43

Číslo periodika v rámci svazku

4

Stát vydavatele periodika

GB - Spojené království Velké Británie a Severního Irska

Počet stran výsledku

23

Strana od-do

939-961

Kód UT WoS článku

—

EID výsledku v databázi Scopus

2-s2.0-84962748520