Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model

Jean-François Coeurjolly 1, 2 Rémy Drouilhet 2
1 GIPSA-CICS - CICS
GIPSA-DIS - Département Images et Signal
Abstract : This paper presents asymptotic properties of the maximum pseudo-likelihood estimator of a vector $\Vect{\theta}$ parameterizing a stationary Gibbs point process. Sufficient conditions, expressed in terms of the local energy function defining a Gibbs point process, to establish strong consistency and asymptotic normality results of this estimator depending on a single realization, are presented.These results are general enough to no longer require the local stability and the linearity in terms of the parameters of the local energy function. We consider characteristic examples of such models, the Lennard-Jones and the finite range Lennard-Jones models. We show that the different assumptions ensuring the consistency are satisfied for both models whereas the assumptions ensuring the asymptotic normality are fulfilled only for the finite range Lennard-Jones model.
Type de document :
Article dans une revue
Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2010, 4, pp.677-706. 〈10.1214/09-EJS494〉
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-00442750
Contributeur : Jean-François Coeurjolly <>
Soumis le : lundi 12 juillet 2010 - 13:21:44
Dernière modification le : lundi 9 avril 2018 - 12:22:45
Document(s) archivé(s) le : jeudi 14 octobre 2010 - 15:32:39

Fichiers

mpleGenHAL2.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

Citation

Jean-François Coeurjolly, Rémy Drouilhet. Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model. Electronic journal of statistics , Shaker Heights, OH : Institute of Mathematical Statistics, 2010, 4, pp.677-706. 〈10.1214/09-EJS494〉. 〈hal-00442750v2〉

Partager

Métriques

Consultations de la notice

464

Téléchargements de fichiers

124