Asymptotic Properties of Estimators for the Parameters of Spatial Inhomogeneous Poisson Point Processes

Citation
L. Rathbun, Stephen et Cressie, Noel, Asymptotic Properties of Estimators for the Parameters of Spatial Inhomogeneous Poisson Point Processes, Advances in applied probability , 26(1), 1994, pp. 122-154
ISSN journal
00018678
Volume
26
Issue
1
Year of publication
1994
Pages
122 - 154
Database
ACNP
SICI code
Abstract
Consider a spatial point pattern realized from an inhomogeneous Poisson process on a bounded Borel set , with intensity function . (s; .), where . In this article, we show that the maximum likelihood estimator and the Bayes estimator are consistent, asymptotically normal, and asymptotically efficient as the sample region . These results extend asymptotic results of Kutoyants (1984), proved for an inhomogeneous Poisson process on [0, T] , where T ... They also formalize (and extend to the multiparameter case) results announced by Krickeberg (1982), for the spatial domain . Furthermore, a Cramér.Rao lower bound is found for any estimator of .. The asymptotic properties of and are considered for modulated (Cox (1972)), and linear Poisson processes.