On asymptotic normality of nonparametric estimate for stationary pairwise interaction point process - Inria - Institut national de recherche en sciences et technologies du numérique
Pré-Publication, Document De Travail Année : 2015

On asymptotic normality of nonparametric estimate for stationary pairwise interaction point process

Résumé

Pairwise interacting point processes form a very popular and flexible class of models for spatial point patterns in a bounded region. In this class, the interaction between two points is described by pairwise interaction function. We prove the asymptotic normality of nonparametric estimator of pairwise interaction function for stationary pairwise interaction point process characterized by the Papangelou conditional intensity, and observed in a bounded window of a sequence of cubes growing up to $\R^d$. Formula for the variance of the resulting estimator can be obtained using Papangelou conditional intensity of the point process. This is a random function satisfying the counterpart of the Georgii-Nguyen-Zessin formula. The proof of the asymptotic normality of the resulting estimator is based on the $m_n$-approximation method in the setting of dependent random fields indexed by $\Z^d$ where $d$ is a positive integer.
Fichier principal
Vignette du fichier
asymptotiques.pdf (451.03 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-01121114 , version 1 (27-02-2015)
hal-01121114 , version 2 (29-04-2015)
hal-01121114 , version 3 (23-03-2016)

Identifiants

  • HAL Id : hal-01121114 , version 2

Citer

Nadia Morsli. On asymptotic normality of nonparametric estimate for stationary pairwise interaction point process. 2015. ⟨hal-01121114v2⟩
278 Consultations
149 Téléchargements

Partager

More