Estimating functionals of one-dimensional Gibbs states

DOI10.1007/BF00354757MaRDI QIDQ1112525zbMATH OpenOpenAlexFDO

Authors Chuanshu Ji

Publication date 1989

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00354757

zbMATH Keywords

asymptotic efficiencyasymptotic normalitymaximum likelihood estimatorone-dimensional Gibbs statesstrong consistency

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Inference from stochastic processes (62M99)

Review text

Some estimators of maximum likelihood type are constructed for estimating functionals of one-dimensional Gibbs states. We also show that those estimators are strongly consistent, asymptotically normal and asymptotically efficient.

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Cited in

(10)

• Estimating functionals of one-dimensional Gibbs states
• Uniform LAN condition of planar Gibbsian point processes and optimality of maximum likelihood estimators of soft-core potential functions
• Projections of Gibbs states for Hölder potentials
• Nonequilibrium in thermodynamic formalism: the second law, gases and information geometry
• Bayes posterior convergence for loss functions via almost additive thermodynamic formalism
• Dynamical hypothesis tests and decision theory for Gibbs distributions
• Geodesics and dynamical information projections on the manifold of Hölder equilibrium probabilities
• The sectional curvature of the infinite dimensional manifold of Hölder equilibrium probabilities
• Parametrized families of Gibbs measures and their statistical inference
• How Gibbs distributions may naturally arise from synaptic adaptation mechanisms. A model-based argumentation

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