基于Stoyan-Grabarnik统计量的时空点过程参数估计

Pub Date : 2023-03-10 DOI:10.1007/s10463-023-00866-6
Conor Kresin, Frederic Schoenberg
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引用次数: 0

摘要

提出了一种新的时空点过程控制参数估计方法。与极大似然估计量不同,所提出的估计量快速且易于计算,并且不需要计算或逼近计算昂贵的积分。该参数估计是基于Stoyan-Grabarnik(逆强度和)统计量,并被证明是一致的,在相当一般的条件下。仿真验证了该估计器的性能。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic

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Parametric estimation of spatial–temporal point processes using the Stoyan–Grabarnik statistic

A novel estimator for the parameters governing spatial–temporal point processes is proposed. Unlike the maximum likelihood estimator, the proposed estimator is fast and easy to compute, and does not require the computation or approximation of a computationally expensive integral. This parametric estimator is based on the Stoyan–Grabarnik (sum of inverse intensity) statistic and is shown to be consistent, under quite general conditions. Simulations are presented demonstrating the performance of the estimator.

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