Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes - Mathematics > Statistics TheoryReport as inadecuate




Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes - Mathematics > Statistics Theory - Download this document for free, or read online. Document in PDF available to download.

Abstract: This paper is devoted to the estimation of a vector $\bm {\theta}$parametrizing an energy function of a Gibbs point process, via the maximumpseudolikelihood method. Strong consistency and asymptotic normality results ofthis estimator depending on a single realization are presented. In theframework of exponential family models, sufficient conditions are expressed interms of the local energy function and are verified on a wide variety ofexamples.



Author: Jean-Michel Billiot, Jean-François Coeurjolly, Rémy Drouilhet

Source: https://arxiv.org/







Related documents