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May, 1981 Estimation of the Spectral Parameters of a Stationary Point Process
Pham Dinh Tuan
Ann. Statist. 9(3): 615-627 (May, 1981). DOI: 10.1214/aos/1176345465

Abstract

This paper considers the two approaches for estimating the parameters specifying the spectral density of the counting process of a stationary point process, namely the frequency domain and the time domain approaches. The relation between the two is clarified; consistency and asymptotic normality of the estimates are established. Finally the special case of a rational spectral density is considered in some detail.

Citation

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Pham Dinh Tuan. "Estimation of the Spectral Parameters of a Stationary Point Process." Ann. Statist. 9 (3) 615 - 627, May, 1981. https://doi.org/10.1214/aos/1176345465

Information

Published: May, 1981
First available in Project Euclid: 12 April 2007

zbMATH: 0475.62074
MathSciNet: MR615437
Digital Object Identifier: 10.1214/aos/1176345465

Subjects:
Primary: 60G10
Secondary: 62F10 , 62M10

Keywords: cumulant , least square estimation , maximum likelihood estimation , periodogram , point process , Spectral density

Rights: Copyright © 1981 Institute of Mathematical Statistics

Vol.9 • No. 3 • May, 1981
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