Takacs-Fiksel method for stationary marked Gibbs point processes

DOI10.1111/J.1467-9469.2011.00738.XzbMATH Open1323.62023arXiv1007.3351OpenAlexW3125166509MaRDI QIDQ2914944FDOQ2914944

Authors: David Dereudre, Rémy Drouilhet, Frédéric Lavancier, Jean-François Coeurjolly 

Publication date: 21 September 2012

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

Abstract: This paper studies a method to estimate the parameters governing the distribution of a stationary marked Gibbs point process. This procedure, known as the Takacs-Fiksel method, is based on the estimation of the left and right hand sides of the Georgii-Nguyen-Zessin formula and leads to a family of estimators due to the possible choices of test functions. We propose several examples illustrating the interest and flexibility of this procedure. We also provide sufficient conditions based on the model and the test functions to derive asymptotic properties (consistency and asymptotic normality) of the resulting estimator. The different assumptions are discussed for exponential family models and for a large class of test functions. A short simulation study is proposed to assess the correctness of the methodology and the asymptotic results.

Full work available at URL: https://arxiv.org/abs/1007.3351

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zbMATH Keywords

asymptotic propertiescentral limit theoremparametric estimationergodic theoremTakacs-Fiksel methodstationary marked Gibbs point processes

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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Cited In (7)

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