On Some Statistical Properties of the Spatio-Temporal Product Density

We present an extension of the non-parametric edge-corrected Ohser-type kernel estimator for spatio-temporal product density function. derive mean and variance give a closed-form approximation Poisson point process. Asymptotic properties this second-order characteristic are derived, using approach based on martingale theory. Taking advantage convergence to normality, confidence surfaces under homogeneous process built. A simulation study is presented compare our with Monte Carlo estimated values. Finally, we apply resulting its analyse distribution invasive meningococcal disease in Rhineland Regional Council Germany.