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

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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.
Published in at http://dx.doi.org/10.1214/07-EJS160 the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Statistics Theory, 60G55 (Primary) 60J25 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/212416

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0804.3715
 http://arxiv.org/abs/0804.3715
 Electronic Journal of Statistics 2008, Vol. 2, 234-264
 doi:10.1214/07-EJS160

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arXiv