A Note on the Separability of Multidimensional Point Processes With Covariates

Frederic Paik Schoenberg
For models used to describe multi-dimensional marked point processes with covariates, the high number of parameters typically involved and the high dimensionality of the process can make model evaluation, construction, and estimation using maximum likelihood quite difficult. Conditions are explored here under which parameters governing one set of coordinates or covariates affecting a multi-dimensional marked point process may be estimated separately. The resulting estimates are, under the given conditions, similar to maximum likelihood estimates.
2007-09-01