Some aspects of the point process space-time modelling and statistics

CSGB seminar
Thursday, 28 November, 2013, at 13:15-14:00, in Koll. G (1532-214)
Viktor Benes (Charles University, Prague)
Abstract:

In the first part of the talk we will investigate differences between a space-time separable model and an ambit model in the context of shot-noise Cox processes with continuous time. The criteria are derived from second-order properties. In the second part of the talk a discrete time model of a planar union of interacting discs given by a probability density with respect to a Poisson process of discs is considered. The state vector and auxiliary parameters are estimated using sequential Monte Carlo methods. The estimation properties are compared in a simulation study.

This lecture makes use of student's work of Antonín Koubek and Markéta Zikmundová from Charles University under my supervision.