This paper is concerned with estimation of space-time shot-noise Cox process parametric models. We introduce the two-step estimation method, where in the second step we use composite likelihood or Palm likelihood. For the two-step estimation method based on Palm likelihood we prove consistency and asymptotic normality theorem. Finally we compare composite likelihood with Palm likelihood in simulation studies, where we add for comparison minimum contrast method. Results for minimum contrast method are taken from the literature. 1
| Identifer | oai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:397743 |
| Date | January 2019 |
| Creators | Kučera, Petr |
| Contributors | Dvořák, Jiří, Beneš, Viktor |
| Source Sets | Czech ETDs |
| Language | Czech |
| Detected Language | English |
| Type | info:eu-repo/semantics/masterThesis |
| Rights | info:eu-repo/semantics/restrictedAccess |
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