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

DOI10.1214/AOAP/1177004697MaRDI QIDQ1909394zbMATH OpenOpenAlexFDO

Authors 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

continuous state space stationary Gibbsian processesergodic decompositionmaximum pseudo-likelihood estimatorstrong consistencysuperstable potential functions

Mathematics Subject Classification ID

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

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Cited in

(12)

• Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model
• Consistency of likelihood estimation for Gibbs point processes
• Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
• Consistency of Pseudolikelihood Estimation of Fully Visible Boltzmann Machines
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• Synchronization in phase-coupled oscillator with attractive–repulsive frequencies
• Asymptotic normality, concentration, and coverage of generalized posteriors
• Fitting and testing log-linear subpopulation models with known support
• Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes
• Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes
• Near universal consistency of the maximum pseudolikelihood estimator for discrete models

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