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

DOI10.1214/09-EJS494zbMath1329.62108arXiv1007.1894OpenAlexW2963616195MaRDI QIDQ1952078

Jean-François Coeurjolly, Remy Drouilhet

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.1894

zbMATH Keywords

Lennard-Jones modelmaximum pseudo-likelihood estimatorstationary Gibbs point processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Takacs-Fiksel Method for Stationary Marked Gibbs Point Processes ⋮ Variational estimators for the parameters of Gibbs point process models ⋮ Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes ⋮ Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion ⋮ Bias correction for parameter estimates of spatial point process models

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