Fast Covariance Estimation for Innovations Computed from a Spatial Gibbs Point Process

DOI10.1111/sjos.12017zbMath1283.62198MaRDI QIDQ2868860

Jean-François Coeurjolly, Ege Rubak

Publication date: 19 December 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: http://vbn.aau.dk/da/publications/fast-covariance-estimation-for-innovations-computed-from-a-spatial-gibbs-point-process(ae9aa366-0ad9-4a6e-b197-48cfd8336a04).html

zbMATH Keywords

confidence intervals; maximum pseudo-likelihood; innovation processes; exponential family models; Georgii; Nguyen; Zessin formula

Mathematics Subject Classification ID

62M30: Inference from spatial processes

62-04: Software, source code, etc. for problems pertaining to statistics

62M09: Non-Markovian processes: estimation

62G15: Nonparametric tolerance and confidence regions

62M05: Markov processes: estimation; hidden Markov models

Related Items

Adjusted composite likelihood ratio test for spatial Gibbs point processes, Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes, Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion, Penalized composite likelihoods for inhomogeneous Gibbs point process models

Uses Software

• R
• spatstat

Cites Work

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