Statistical inference for transformation inhomogeneous point processes

被引：10

作者：

Nielsen, LS ^{[1
]}

Jensen, EBV ^{[1
]}

机构：

[1] Aarhus Univ, Dept Math Sci, DK-8000 Aarhus C, Denmark

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 2004年 / 31卷 / 01期

关键词：

exponential inhomogeneity; interaction; likelihood inference; Markov point processes; moment estimator; partial likelihood; Poisson point processes;

D O I：

10.1111/j.1467-9469.2004.00377.x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：131 / 142

页数：12

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