Time-invariance estimating equations

DOI10.2307/3318756zbMATH Open0982.62081OpenAlexW2091076538MaRDI QIDQ1591602FDOQ1591602

Authors: Adrian Baddeley 

Publication date: 7 April 2002

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1dcfd7f8caf34d78644a79dfdbdef7281ebe6418

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zbMATH Keywords

censored datamaximum likelihoodGibbs samplermethod of momentsgeneratorinfinitesimal generatorMarkov random fieldsStein-Chen methoddiffusionsconditional intensityGibbs point processesspatial birth-and-death processesGibbs random fieldsreduced sample estimatordead leaves modelGodambe optimalityhighly structured stochastic systemsmaximum pseudolikelihoodNguyen-Zessin formulaTakacs-Fiksel methodunbiased estimating equationsvariational estimators

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40)

Cited In (3)

• A functional central limit theorem for spatial birth and death processes
• Variational estimators for the parameters of Gibbs point process models
• Invariance principles for paced record times and applications

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