Intensity-based inference for planar point processes

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.

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Year of publication:	1990
Authors:	Ivanoff, B. Gail ; Merzbach, Ely
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 32.1990, 2, p. 269-281
Publisher:	Elsevier
Keywords:	planar point process intensity-based inference martingale exponential formula asymptotic normality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199366