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A fast spectral quasi-likelihood approach for spatial point processes

Author

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  • Deng, C.
  • Waagepetersen, R.P.
  • Wang, M.
  • Guan, Y.

Abstract

In applications of spatial point processes, it is often of interest to fit a parametric model for the intensity function. For this purpose Guan et al. (2015) recently introduced a quasi-likelihood type estimating function that is optimal in a certain class of first-order estimating functions. However, depending on the choice of certain tuning parameters, the implementation suggested in Guan et al. (2015) can be very demanding both in terms of computing time and memory requirements. Using a novel spectral representation, we construct in this paper an implementation that is computationally much more efficient than the one proposed in Guan et al. (2015).

Suggested Citation

  • Deng, C. & Waagepetersen, R.P. & Wang, M. & Guan, Y., 2018. "A fast spectral quasi-likelihood approach for spatial point processes," Statistics & Probability Letters, Elsevier, vol. 133(C), pages 59-64.
    • Handle: RePEc:eee:stapro:v:133:y:2018:i:c:p:59-64
    DOI: 10.1016/j.spl.2017.09.016
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    References listed on IDEAS

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    1. Yongtao Guan & Abdollah Jalilian & Rasmus Waagepetersen, 2015. "Quasi-likelihood for spatial point processes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 77(3), pages 677-697, June.
    2. A. J. Baddeley & J. Møller & R. Waagepetersen, 2000. "Non‐ and semi‐parametric estimation of interaction in inhomogeneous point patterns," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 54(3), pages 329-350, November.
    3. Rasmus Plenge Waagepetersen, 2007. "An Estimating Function Approach to Inference for Inhomogeneous Neyman–Scott Processes," Biometrics, The International Biometric Society, vol. 63(1), pages 252-258, March.
    4. Abdollah Jalilian & Yongtao Guan & Rasmus Waagepetersen, 2013. "Decomposition of Variance for Spatial Cox Processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(1), pages 119-137, March.
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