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Maximum pseudo-likelihood estimator for nearest-neighbours 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 parametrizing an energy function associated to some "Nearest-Neighbours" Gibbs point process, via the pseudo-likelihood method. We present some convergence results concerning this estimator, that is strong consistency and asymptotic normality, when only a single realization is observed. Sufficient conditions are expressed in terms of the local energy function and are verified on some examples.

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Jean-Michel Billiot, Jean-François Coeurjolly, Rémy Drouilhet. 2006-01-04. Maximum pseudo-likelihood estimator for nearest-neighbours Gibbs point processes. https://arxiv.org/abs/math/0601065

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