Asymptotic properties of the minimum contrast estimators for projections of inhomogeneous space-time shot-noise Cox processes

作者：Dvorak Jiri^*; Prokesova Michaela

来源：Applications of Mathematics, 2016, 61(4): 387-411.

DOI：10.1007/s10492-016-0138-6

• space-time point process
• shot-noise Cox process
• minimum contrast estimation
• projection process
• increasing domain asymptotics

We consider a flexible class of space-time point process models-inhomogeneous shot-noise Cox point processes. They are suitable for modelling clustering phenomena, e.g. in epidemiology, seismology, etc. The particular structure of the model enables the use of projections to the spatial and temporal domain. They are used to formulate a stepwise estimation method to estimate different parts of the model separately. In the first step, the Poisson likelihood approach is used to estimate the inhomogeneity parameters. In the second and third steps, the minimum contrast estimation based on K-functions of the projected processes is used to estimate the interaction parameters. We study the asymptotic properties of the resulting estimators and formulate a set of conditions sufficient for establishing consistency and asymptotic normality of the estimators under the increasing domain asymptotics.

• 出版日期2016-8