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Asymptotic inference of stationary and non-stationary determinantal point processes

Abstract : This manuscript is devoted to the study of parametric estimation of a point process family called determinantal point processes. These point processes are used to generate and model point patterns with negative dependency, meaning that the points tend to repel each other. More precisely, we study the asymptotic properties of various classical parametric estimators of determinantal point processes, stationary and non stationary, when considering that we observe a unique realization of such a point process on a bounded window. In this case, the asymptotic is done on the size of the window and therefore, indirectly, on the number of observed points. In the first chapter, we prove a central limit theorem for a wide class of statistics on determinantal point processes. In the second chapter, we show a general beta-mixing inequality for point processes and apply our result to the determinantal case. In the third chapter, we apply the central limit theorem showed in the first chapter to a wide class of moment-based estimating functions. Finally, in the last chapter, we study the asymptotic behaviour of the maximum likelihood estimator of determinantal point processes. We give an asymptotic approximation of the log-likelihood that is computationally tractable and we study the consistency of its maximum.
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Submitted on : Friday, September 13, 2019 - 2:23:07 PM
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  • HAL Id : tel-02286143, version 1


Arnaud Poinas. Asymptotic inference of stationary and non-stationary determinantal point processes. Probability [math.PR]. Université Rennes 1, 2019. English. ⟨NNT : 2019REN1S024⟩. ⟨tel-02286143⟩



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