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Book review

Author(s) Karr, A.F.
Title Point processes and their statistical inference (Second edition)
Publisher Marcel Dekker
Year of publication 1991
Reviewed by Anatoly Zhigljavsky

This is a vital book for everyone seriously interested in point processes. It may be used as both a text book and a reference book on the probabilistic theory of and statistical inference for point processes. The book deals with processes on the real line as well as spatial point processes. It contains chapters devoted to: distribution and intensity theory for point processes, statistical inference for point processes including empirical inference, martingale inference, inference for Poisson, Cox and general stationary processes, nonparametric inference for renewal processes, inference based on Poisson process samples.

The book enlightens all main branches of the field and it includes more than one thousand references providing a possibility for readers to find out additional details on the subject. Clear exposition and more than 300 end-of-chapter exercises ensure that the book could be qualified as a college text. It looks like there are no concurrent books available.

Everybody interested in point processes is advised to have a possibility to reach the book easily when necessary. This could be done by purchasing the book personally or convincing the institutional library to buy it. For some university libraries it might be a good idea to buy five or more copies of the book for the training purposes.