Consistency of the maximum pseudo-likelihood estimator of continuous state space Gibbsian processes

DOI10.1214/aoap/1177004697zbMath0851.62066OpenAlexW2085384893MaRDI QIDQ1909394

Shigeru Mase

Publication date: 17 November 1996

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177004697

zbMATH Keywords

strong consistencyergodic decompositionmaximum pseudo-likelihood estimatorcontinuous state space stationary Gibbsian processessuperstable potential functions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30)

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