Statistical Inference for Transformation Inhomogeneous Point Processes

Linda Stougaard Nielsen and Eva B. Vedel Jensen

Scandinavian Journal of Statistics, 2004, vol. 31, issue 1, 131-142

Abstract: Abstract. Statistical inference for exponential inhomogeneous Markov point processes by transformation is discussed. It is argued that the inhomogeneity parameter can be estimated, using a partial likelihood based on an inhomogeneous Poisson point process. The inhomogeneity parameter can thereby be estimated without taking the interaction into account, which simplifies the statistical analysis considerably. Data analysis and simulation experiments support the results.

Date: 2004
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