Maximum pseudo-likelihood estimator for nearest-neighbours Gibbs point processes

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.
Type de document :
Pré-publication, Document de travail
29 pages - 2 figures. 2006
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https://hal.archives-ouvertes.fr/hal-00016436
Contributeur : Jean-François Coeurjolly <>
Soumis le : mercredi 4 janvier 2006 - 14:59:21
Dernière modification le : jeudi 7 juin 2018 - 23:54:01
Document(s) archivé(s) le : samedi 3 avril 2010 - 20:50:05

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Jean-Michel Billiot, Jean-François Coeurjolly, Rémy Drouilhet. Maximum pseudo-likelihood estimator for nearest-neighbours Gibbs point processes. 29 pages - 2 figures. 2006. 〈hal-00016436〉

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