Mathematics > Statistics Theory
[Submitted on 10 Mar 2014]
Title:Spatio-temporal càdlàg functional marked point processes: Unifying spatio-temporal frameworks
View PDFAbstract:This paper defines the class of càdlàg functional marked point processes (CFMPPs). These are (spatio-temporal) point processes marked by random elements which take values in a càdlàg function space, i.e. the marks are given by càdlàg stochastic processes. We generalise notions of marked (spatio-temporal) point processes and indicate how this class, in a sensible way, connects the point process framework with the random fields framework. We also show how they can be used to construct a class of spatio-temporal Boolean models, how to construct different classes of these models by choosing specific mark functions, and how càdlàg functional marked Cox processes have a double connection to random fields. We also discuss finite CFMPPs, purely temporally well-defined CFMPPs and Markov CFMPPs. Furthermore, we define characteristics such as product densities, Palm distributions and conditional intensities, in order to develop statistical inference tools such as likelihood estimation schemes.
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