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Point process diagnostics based on weighted second-order statistics and their asymptotic properties

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  • Giada Adelfio
  • Frederic Schoenberg

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  • Giada Adelfio & Frederic Schoenberg, 2009. "Point process diagnostics based on weighted second-order statistics and their asymptotic properties," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(4), pages 929-948, December.
    • Handle: RePEc:spr:aistmt:v:61:y:2009:i:4:p:929-948
    DOI: 10.1007/s10463-008-0177-1
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    References listed on IDEAS

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    1. Lo, Andrew W, 1991. "Long-Term Memory in Stock Market Prices," Econometrica, Econometric Society, vol. 59(5), pages 1279-1313, September.
    2. P. Frevert, 1971. "Note," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 38(2), pages 269-270.
    3. Schoenberg, Frederic, 1999. "Transforming spatial point processes into Poisson processes," Stochastic Processes and their Applications, Elsevier, vol. 81(2), pages 155-164, June.
    4. A. J. Baddeley & J. Møller & R. Waagepetersen, 2000. "Non‐ and semi‐parametric estimation of interaction in inhomogeneous point patterns," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 54(3), pages 329-350, November.
    5. Jiancang Zhuang, 2006. "Second‐order residual analysis of spatiotemporal point processes and applications in model evaluation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(4), pages 635-653, September.
    6. Sundt, Bjorn, 1982. "On the problem of testing whether a mixed poisson process is homogeneous," Insurance: Mathematics and Economics, Elsevier, vol. 1(4), pages 253-254, October.
    7. Dietrich Stoyan & Helga Stoyan, 2000. "Improving Ratio Estimators of Second Order Point Process Characteristics," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 27(4), pages 641-656, December.
    8. Albrecht, Peter, 1982. "Testing the goodness of fit of a mixed Poisson process," Insurance: Mathematics and Economics, Elsevier, vol. 1(1), pages 27-33, January.
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    Cited by:

    1. Nicoletta D’Angelo & Marianna Siino & Antonino D’Alessandro & Giada Adelfio, 2022. "Local spatial log-Gaussian Cox processes for seismic data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(4), pages 633-671, December.
    2. Chiodi, Marcello & Adelfio, Giada, 2017. "Mixed Non-Parametric and Parametric Estimation Techniques in R Package etasFLP for Earthquakes' Description," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 76(i03).
    3. Nicoletta D’Angelo & Giada Adelfio & Jorge Mateu, 2023. "Local inhomogeneous second-order characteristics for spatio-temporal point processes occurring on linear networks," Statistical Papers, Springer, vol. 64(3), pages 779-805, June.
    4. Giada Adelfio & Marcello Chiodi, 2021. "Including covariates in a space-time point process with application to seismicity," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 30(3), pages 947-971, September.
    5. Alexander Malinowski & Martin Schlather & Zhengjun Zhang, 2016. "Intrinsically weighted means and non-ergodic marked point processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(1), pages 1-24, February.

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