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arXiv · 0804.3715

Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes

Jean-Michel Billiot·Jean-François Coeurjolly·Rémy Drouilhet
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Abstract

This paper is devoted to the estimation of a vector $\bm θ$ 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. 2008-04-23. Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes. https://doi.org/10.1214/07-ejs160

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