We construct parametrized models for point processes, allowing for both inhomogeneity and interaction. The inhomogeneity is obtained by applying parametrized transformations to homogeneous Markov point processes. An interesting model class, which can be constructed by this transformation approach, is that of exponential inhomogeneous Markov point processes. Statistical inference for such processes is discussed in some detail.
Publié le : 2000-10-14
Classification:
coarea formula,
Hammersley-Clifford theorem,
Hausdorff measure,
inhomogeneity,
interaction,
manifolds,
Markov chain Monte Carlo,
Markov point processes,
maximum likelihood estimation,
relation,
Strauss process,
testing
@article{1081282688,
author = {Vedel Jensen, Eva B. and Stougaard Nielsen, Linda},
title = {Inhomogeneous Markov point processes by transformation},
journal = {Bernoulli},
volume = {6},
number = {6},
year = {2000},
pages = { 761-782},
language = {en},
url = {http://dml.mathdoc.fr/item/1081282688}
}
Vedel Jensen, Eva B.; Stougaard Nielsen, Linda. Inhomogeneous Markov point processes by transformation. Bernoulli, Tome 6 (2000) no. 6, pp. 761-782. http://gdmltest.u-ga.fr/item/1081282688/