Aarhus University Seal / Aarhus Universitets segl

Two-step estimation procedures for inhomogeneous shot-noise Cox processes

Publikation: Working paperForskning

Dokumenter

Links

  • Michaela Prokesová, Department of Probability and Mathematical Statistics, Charles University in Prague, Tjekkiet
  • Jirí Dvorák, Department of Probability and Mathematical Statistics, Charles University in Prague, Tjekkiet
  • Eva B. Vedel Jensen
In the present paper we develop several two-step estimation procedures for inhomogeneous shot-noise Cox processes. The intensity function is parametrized by the inhomogeneity parameters while the pair-correlation function is parametrized by the interaction parameters. The suggested procedures are based on a combination of Poisson likelihood estimation of the inhomogeneity parameters in the first step and an adaptation of a method from the homogeneous case for estimation of the interaction parameters in the second step. The adapted methods, based on minimum contrast estimation, composite likelihood and Palm likelihood, are compared both theoretically and by means of a simulation study. Two-step estimation with Palm likelihood has not been considered before. Asymptotic normality of the two-step estimator with Palm likelihood is proved.
OriginalsprogEngelsk
UdgiverCentre for Stochastic Geometry and Advanced Bioimaging, Aarhus University
Antal sider29
StatusUdgivet - 2014
SerietitelCSGB Research Reports
Nummer02

Se relationer på Aarhus Universitet Citationsformater

Download-statistik

Ingen data tilgængelig

ID: 70596678