Estimation of Palm Measures of Stationary Point Processes.
JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF MATHEMATICAL SCIENCES
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Estimators of the Palm measure of a stationary point process on a finite-dimensional Euclidean space are developed and shown to be strongly uniformly consistent. From them, similarly consistent estimators of reduced moment measures, the spectral measure, the spectral density function and the underlying probability measure itself are derived. Normal and Poisson approximations to distributions of estimators are presented. Application is made to the problem of combined inference and linear state estimation. Author
- Statistics and Probability