Intensity-based inference for planar point processes

B.Gail Ivanoff and Ely Merzbach

Journal of Multivariate Analysis, 1990, vol. 32, issue 2, 269-281

Abstract: The martingale methods of estimation are extended to point processes on the plane. A likelihood function is constructed and a general exponential formula is given. A central limit theorem is proved for processes which are both 1- and 2-martingales. Martingale estimators are defined, and consistency, sufficiency and asymptotic normality are discussed.

Keywords: planar; point; process; intensity-based; inference; martingale; exponential; formula; asymptotic; normality (search for similar items in EconPapers)
Date: 1990
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(90)90085-V
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:32:y:1990:i:2:p:269-281

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().