Mathematics – Statistics Theory
Scientific paper
2007-08-03
Annals of Statistics 2007, Vol. 35, No. 1, 393-419
Mathematics
Statistics Theory
Published at http://dx.doi.org/10.1214/009053606000001163 in the Annals of Statistics (http://www.imstat.org/aos/) by the Inst
Scientific paper
10.1214/009053606000001163
In many contexts such as queuing theory, spatial statistics, geostatistics and meteorology, data are observed at irregular spatial positions. One model of this situation involves considering the observation points as generated by a Poisson process. Under this assumption, we study the limit behavior of the partial sums of the marked point process $\{(t_i,X(t_i))\}$, where X(t) is a stationary random field and the points t_i are generated from an independent Poisson random measure $\mathbb{N}$ on $\mathbb{R}^d$. We define the sample mean and sample variance statistics and determine their joint asymptotic behavior in a heavy-tailed setting, thus extending some finite variance results of Karr [Adv. in Appl. Probab. 18 (1986) 406--422]. New results on subsampling in the context of a marked point process are also presented, with the application of forming a confidence interval for the unknown mean under an unknown degree of heavy tails.
McElroy Tucker
Politis Dimitris N.
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