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Theory of Probability and Mathematical Statistics

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Log-Gaussian Cox processes in infinite-dimensional spaces


Authors: A. Torres, M. P. Frías and M. D. Ruiz-Medina
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 95 (2016).
Journal: Theor. Probability and Math. Statist. 95 (2017), 173-193
MSC (2010): Primary 60G55, 60J60, 60J05, 60J70
DOI: https://doi.org/10.1090/tpms/1028
Published electronically: February 28, 2018
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Abstract: This paper introduces new results on doubly stochastic Poisson processes, with log-Gaussian Hilbert-valued random intensity (LGHRI), defined from the Ornstein-Uhlenbeck process (O-U process) in Hilbert spaces. Sufficient conditions are derived for the existence of a counting measure on $ \ell ^{2}$ for this type of doubly stochastic Poisson processes. Functional parameter estimation and prediction is achieved from the discrete-time approximation of the Hilbert-valued O-U process by an autoregressive Hilbertian process of order one (ARH(1) process). The results derived are applied to functional prediction of spatiotemporal log-Gaussian Cox processes, and an application to functional disease mapping is developed. The numerical results given, from the conditional simulation study undertaken, are compared to those obtained when the random intensity is assumed to be a spatiotemporal long-range dependence (LRD) log-Gaussian process (see [19]).


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Additional Information

A. Torres
Address at time of publication: Department of Statistics and O.R., University of Granada, Granada, Spain
Email: atisignes@gmail.com

M. P. Frías
Address at time of publication: Department of Statistics and O.R., University of Jaén, Jaén, Spain
Email: mpfrias@ujaen.es

M. D. Ruiz-Medina
Address at time of publication: Department of Statistics and O.R., University of Granada, Granada, Spain
Email: mruiz@ugr.es

DOI: https://doi.org/10.1090/tpms/1028
Keywords: ARH(1) process, Hilbert-valued O-U process, infinite dimension, parameter estimation and prediction, spatiotemporal log-Gaussian Cox process
Received by editor(s): November 7, 2016
Published electronically: February 28, 2018
Article copyright: © Copyright 2018 American Mathematical Society

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