Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes
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Publication:2426834
DOI10.1214/07-EJS160zbMath1135.62364arXiv0804.3715MaRDI QIDQ2426834
Jean-François Coeurjolly, Jean-Michel Billiot, Remy Drouilhet
Publication date: 14 May 2008
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0804.3715
62G20: Asymptotic properties of nonparametric inference
62M09: Non-Markovian processes: estimation
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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Cites Work
- Pseudolikelihood for exponential family models of spatial point processes
- On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes
- Consistency of the maximum pseudo-likelihood estimator of continuous state space Gibbsian processes
- Superstable interactions in classical statistical mechanics
- Point process limits of lattice processes
- Ergodic theorems for spatial processes
- Practical Maximum Pseudolikelihood for Spatial Point Patterns
- Existence of ‘nearest-neighbour’ spatial Gibbs models
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