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Author Baddeley, A. ♦ Møller, J. ♦ Pakes, A. G.
Source CiteSeerX
Content type Text
File Format PDF
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Random Measure ♦ Papangelou Conditional Intensity ♦ Conditional Independence ♦ Martingale Property ♦ Point Process Model Parameter ♦ Mean Zero ♦ Marginal Distribution ♦ Georgii-nguyen-zessin Formula ♦ Spatial Point Process ♦ Gibbs Point Process ♦ Point Process ♦ Analogous Random Measure ♦ Second Moment
Description For any point process in R d that has a Papangelou conditional intensity λ, we define a random measure of ‘innovations’ which has mean zero. When the point process model parameters are estimated from data, there is an analogous random measure of ‘residuals’. We analyse properties of the innovations and residuals, including first and second moments, conditional independence, a martingale property, lack of correlation, and marginal distributions.
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research
Education Level UG and PG ♦ Career/Technical Study
Learning Resource Type Article
Publisher Date 2007-01-01
Publisher Institution ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS