Abstract
In this paper we prove almost sure convergence of kernel-type estimators of second-order product densities for stationary absolutely regular (β-mixing) point processes in R d . This type of mixing condition can be verified for various classes of point processes under mild additional assumptions. We also obtain rates of convergence which mainly depend on the decay of the mixing coefficient and the choice of the bandwidth. In case of motion-invariant processes the behaviour of kernel estimators of the pair correlation function is considered separately. The results are applied to kernel-type renewal density estimators.
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