Asymptotic Palm likelihood theory for stationary point processes

JOURNAL ARTICLE published April 2013 in Annals of the Institute of Statistical Mathematics

Authors: Michaela Prokešová | Eva B. Vedel Jensen

The asymptotic behaviour of maximum likelihood estimators for stationary point processes

JOURNAL ARTICLE published December 1978 in Annals of the Institute of Statistical Mathematics

Authors: Yoshiko Ogata

Hidden Second‐order Stationary Spatial Point Processes

JOURNAL ARTICLE published June 2016 in Scandinavian Journal of Statistics

Authors: Ute Hahn | Eva B. Vedel Jensen

Lévy-based Cox point processes

JOURNAL ARTICLE published September 2008 in Advances in Applied Probability

Authors: Gunnar Hellmund | Michaela Prokešová | Eva B. Vedel Jensen

Lévy-based Cox point processes

JOURNAL ARTICLE published September 2008 in Advances in Applied Probability

Authors: Gunnar Hellmund | Michaela Prokešová | Eva B. Vedel Jensen

On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes

JOURNAL ARTICLE published September 1994 in Annals of the Institute of Statistical Mathematics

Authors: Jens Ledet Jensen | Hans R. Künsch

Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model

JOURNAL ARTICLE published 1 January 2010 in Electronic Journal of Statistics

Authors: Jean-François Coeurjolly | Rémy Drouilhet

A likelihood approximation for locally stationary processes

JOURNAL ARTICLE published 1 December 2000 in The Annals of Statistics

Authors: Rainer Dahlhaus

Statistics for Locally Scaled Point Processes

BOOK CHAPTER published in Case Studies in Spatial Point Process Modeling

Authors: Michaela Prokešová | Ute Hahn | Eva B. Vedel Jensen

On Estimating the Asymptotic Variance of Stationary Point Processes

JOURNAL ARTICLE published September 2010 in Methodology and Computing in Applied Probability

Authors: Lothar Heinrich | Michaela Prokešová

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

JOURNAL ARTICLE published June 2017 in Annals of the Institute of Statistical Mathematics

Authors: Michaela Prokešová | Jiří Dvořák | Eva B. Vedel Jensen

Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian Processes

JOURNAL ARTICLE published June 1971 in The Annals of Mathematical Statistics

Authors: Simeon M. Berman

Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes

JOURNAL ARTICLE published 1 December 2006 in The Annals of Statistics

Authors: Rainer Dahlhaus | Wolfgang Polonik

Asymptotic normality of the maximum likelihood estimator in state space models

JOURNAL ARTICLE published 1 April 1999 in The Annals of Statistics

Authors: Jens Ledet Jensen | Niels Væver Petersen

ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES

JOURNAL ARTICLE published April 2012 in Econometric Theory

Authors: Offer Lieberman | Roy Rosemarin | Judith Rousseau

Limit theory for some positive stationary processes with infinite mean

JOURNAL ARTICLE published 1 February 2014 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: Jon Aaronson | Roland Zweimüller

Consistency of likelihood estimation for Gibbs point processes

JOURNAL ARTICLE published 1 April 2017 in The Annals of Statistics

Authors: David Dereudre | Frédéric Lavancier

Asymptotic Theory of Likelihood Ratio and Rank Order Tests in Some Multivariate Linear Models

JOURNAL ARTICLE published February 1970 in The Annals of Mathematical Statistics

Authors: Pranab Kumar Sen | Madan Lal Puri

Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes

JOURNAL ARTICLE published 1 October 2009 in The Annals of Statistics

Authors: Jean-Marc Bardet | Olivier Wintenberger

Stationary distributions for jump processes with memory

JOURNAL ARTICLE published 1 August 2012 in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques

Authors: K. Burdzy | T. Kulczycki | R. L. Schilling