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2008 Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
Jean-Michel Billiot, Jean-François Coeurjolly, Rémy Drouilhet
Electron. J. Statist. 2: 234-264 (2008). DOI: 10.1214/07-EJS160

Abstract

This paper is devoted to the estimation of a vector θ parametrizing an energy function of a Gibbs point process, via the maximum pseudolikelihood method. Strong consistency and asymptotic normality results of this estimator depending on a single realization are presented. In the framework of exponential family models, sufficient conditions are expressed in terms of the local energy function and are verified on a wide variety of examples.

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Jean-Michel Billiot. Jean-François Coeurjolly. Rémy Drouilhet. "Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes." Electron. J. Statist. 2 234 - 264, 2008. https://doi.org/10.1214/07-EJS160

Information

Published: 2008
First available in Project Euclid: 23 April 2008

zbMATH: 1135.62364
MathSciNet: MR2399195
Digital Object Identifier: 10.1214/07-EJS160

Subjects:
Primary: 60G55
Secondary: 60J25

Keywords: minimum contrast estimators , pseudolikelihood method , stationary marked Gibbs point processes

Rights: Copyright © 2008 The Institute of Mathematical Statistics and the Bernoulli Society

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