Nonparametric second-order estimation for spatiotemporal point patterns

Abstract

ABSTRACT Many existing methodologies for analyzing spatiotemporal point patterns are developed based on the assumption of stationarity in both space and time for the second-order intensity or pair correlation. In practice, however, such an assumption often lacks validity or proves to be unrealistic. In this paper, we propose a novel and flexible nonparametric approach for estimating the second-order characteristics of spatiotemporal point processes, accommodating non-stationary temporal correlations. Our proposed method employs kernel smoothing and effectively accounts for spatial and temporal correlations differently. Under a spatially increasing-domain asymptotic framework, we establish consistency of the proposed estimators, which can be constructed using different first-order intensity estimators to enhance practicality. Simulation results reveal that our method, in comparison with existing approaches, significantly improves statistical efficiency. An application to a COVID-19 dataset further illustrates the flexibility and interpretability of our procedure.