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

Abstract : This paper is devoted to the estimation of a vector 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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https://hal.archives-ouvertes.fr/hal-00383111
Contributor : Jean-François Coeurjolly <>
Submitted on : Tuesday, May 12, 2009 - 10:07:25 AM
Last modification on : Tuesday, June 1, 2021 - 10:48:04 PM

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Jean-François Coeurjolly, Jean-Michel Billiot, Rémy Drouilhet. Maximum pseudolikelihood estimator for exponential family models of marked {Gibbs} point processes. Electronic Journal of Statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2008, 2, pp.243-264. ⟨10.1214/07-EJS160⟩. ⟨hal-00383111⟩

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