Stable marked point processes

• 成果类型: Article
• 署名作者: Mcelroy, Tucker; Politis, Dimitris N.
• 署名单位: University of California System; University of California San Diego
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053606000001163
• 发表日期: 2007
• 页码: 393-419
• 关键词: inference

摘要

In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson process. Under this assumption, we study the limit behavior of the partial sums of the marked point process {(t(i), X (t(i)))}, where X(t) is a stationary random field and the points t(i) are generated from an independent Poisson random measure N on R-d. We define the sample mean and sample variance statistics and determine their joint asymptotic behavior in a heavy-tailed setting, thus extending some finite variance results of Karr [Adv. in Appl. Probab. 18 (1986) 406-422]. New results on subsampling in the context of a marked point process are also presented, with the application of forming a confidence interval for the unknown mean under an unknown degree of heavy tails.