Parametric estimation of the covariance density for a stationary point process on d

E. Jolivet

Stochastic Processes and their Applications, 1986, vol. 22, issue 1, 111-119

Abstract: Let P be some stationary point process on , with covariance density g[theta],[theta]in [Theta], a compact set of . Under suitable hypotheses on g[theta], and if P is ergodic, the existence of a process of contrast is shown, such that the estimator obtained by minimizing the contrast is weakly consistent. If P is Brillinger-mixing, that minimum contrast estimator is shown to be asymptotically normally distributed.

Keywords: stationary; point; process; minimum; contrast; estimator; covariance; density (search for similar items in EconPapers)
Date: 1986
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