Parametric estimation of the covariance density for a stationary point process on d

Let P be some stationary point process on , with covariance density g[theta],[theta]in [Theta], a compact set of . Under suitable hypotheses on g[theta], and if P is ergodic, the existence of a process of contrast is shown, such that the estimator obtained by minimizing the contrast is weakly consistent. If P is Brillinger-mixing, that minimum contrast estimator is shown to be asymptotically normally distributed.

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Year of publication:	1986
Authors:	Jolivet, E.
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 22.1986, 1, p. 111-119
Publisher:	Elsevier
Keywords:	stationary point process minimum contrast estimator covariance density

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874024