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

DOI10.1214/07-EJS160zbMath1135.62364arXiv0804.3715MaRDI QIDQ2426834

Jean-François Coeurjolly, Jean-Michel Billiot, Remy Drouilhet

Publication date: 14 May 2008

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

Full work available at URL: https://arxiv.org/abs/0804.3715

zbMATH Keywords

minimum contrast estimatorsstationary marked Gibbs point processes

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Takacs-Fiksel Method for Stationary Marked Gibbs Point Processes, Variational estimators for the parameters of Gibbs point process models, Penalized composite likelihoods for inhomogeneous Gibbs point process models, Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes, What is the effective sample size of a spatial point process?, Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes, Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion, Comparison of persistence diagrams, Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model, Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction, Almost sure behavior of functionals of stationary Gibbs point processes, Fast Covariance Estimation for Innovations Computed from a Spatial Gibbs Point Process

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