Palm distributions of superposed point processes for statistical inference

成果类型:
Article
署名作者:
Beraha, M.; Camerlenghi, F.; Ghilotti, L.
署名单位:
University of Milano-Bicocca; Duke University
刊物名称:
BIOMETRIKA
ISSN/ISSBN:
0006-3444; 1464-3510
DOI:
10.1093/biomet/asag021
发表日期:
2026
页码:
asag021
关键词:
Mat & eacute rn cluster process Minimum contrast estimation Noisy observation Shot noise Cox process Summary statistic Superposition of point processes PROCESS MODELS
摘要:
Palm distributions play a central role in the study of point processes and their associated summary statistics. In this work, we characterize the Palm distributions of the superposition of independent point processes, establishing a simple mixture representation depending on the point processes' Palm distributions and moment measures. We explore two statistical applications enabled by our main result. First, we consider minimum contrast estimation for corrupted point processes. Second, we investigate the class of shot noise Cox processes and derive explicit expressions for their higher-order Palm distributions. In the finite case, we further obtain a tractable expression for the Janossy density, which plays the role of a likelihood function and thus can be used for new likelihood-based inference strategies. Extensions to the superposition of multiple point processes and to higher-order Palm distributions are also presented.
来源URL: