Measuring the association of stationary point processes using spectral analysis techniques |
| |
Authors: | Dimitrios S. Tsitsis George J. Karavasilis Alexandros G. Rigas |
| |
Affiliation: | 1. Department of Electrical and Computer Engineering, Democritus University of Thrace, Kimmeria, 67100, Xanthi, Greece
|
| |
Abstract: | In this work we focus on relationships between stationary point process using spectral analysis techniques. The evaluation of these relationships is accomplished with the help of the product ratio of association (PRA), which is based on the cumulant densities of the point processes. The estimation procedure is obtained by smoothing the periodogram statistic, a function of the frequency domain. It is proved that the asymptotic distribution of the square root of the estimated PRA is Normal with a constant variance. Statistical tests for hypotheses concerning the independence of two point processes and the characterization of a Poisson process are proposed. Furthermore, approximate 95% pointwise confidence interval can be obtained for the estimated PRA. These results can be applied on stochastic systems involving as input and output stationary point processes. An illustrative example from the framework of neurophysiology is presented. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|