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

Giada Adelfio, Frederic Paik Schoenberg

Risultato della ricerca: Article

22 Citazioni (Scopus)

Abstract

A new approach for point process diagnostics is presented. The method isbased on extending second-order statistics for point processes by weighting each pointby the inverse of the conditional intensity function at the point’s location. The resultis generalized versions of the spectral density, R/S statistic, correlation integral andK-function, which can be used to test the fit of a complex point process model withan arbitrary conditional intensity function, rather than a stationary Poisson model.Asymptotic properties of these generalized second-order statistics are derived, usingan approach based on martingale theory.
Lingua originaleEnglish
pagine (da-a)929-948
Numero di pagine20
RivistaAnnals of the Institute of Statistical Mathematics
Volume61
Stato di pubblicazionePublished - 2009

All Science Journal Classification (ASJC) codes

  • Statistics and Probability

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