Adaptive estimating function inference for non-stationary determinantal point processes

Frédéric Lavancier*, Arnaud Poinas, Rasmus Waagepetersen

*Corresponding author for this work

Research output: Contribution to journalJournal articleResearchpeer-review

2 Citations (Scopus)
4 Downloads (Pure)

Abstract

Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this article, we establish asymptotic normality of estimating function estimators in a very general setting of nonstationary point processes. We then adapt this result to the case of nonstationary determinantal point processes, which are an important class of models for repulsive point patterns. In practice, often first‐ and second‐order estimating functions are used. For the latter, it is a common practice to omit contributions for pairs of points separated by a distance larger than some truncation distance, which is usually specified in an ad hoc manner. We suggest instead a data‐driven approach where the truncation distance is adapted automatically to the point process being fitted and where the approach integrates seamlessly with our asymptotic framework. The good performance of the adaptive approach is illustrated via simulation studies for non‐stationary determinantal point processes and by an application to a real dataset.
Original languageEnglish
JournalScandinavian Journal of Statistics
Volume48
Issue number1
Pages (from-to)87-107
ISSN0303-6898
DOIs
Publication statusPublished - Dec 2019

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