Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model
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Publication:1952078
DOI10.1214/09-EJS494zbMath1329.62108arXiv1007.1894MaRDI QIDQ1952078
Jean-François Coeurjolly, Remy Drouilhet
Publication date: 27 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1007.1894
62F12: Asymptotic properties of parametric estimators
60G10: Stationary stochastic processes
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
Bias correction for parameter estimates of spatial point process models, Variational estimators for the parameters of Gibbs point process models, Takacs-Fiksel Method for Stationary Marked Gibbs Point Processes
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