Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorp\-tion

DOI10.1239/AAP/1316792663zbMATH Open1235.62025arXiv1005.2335OpenAlexW2964308436MaRDI QIDQ3172998FDOQ3172998

Mathew D. Penrose, Vadim Shcherbakov

Publication date: 10 October 2011

Published in: Advances in Applied Probability (Search for Journal in Brave)

Abstract: We have shown in previous work that statistical inference for cooperative sequential adsorption model can be based on maximum likelihood estimation. In this paper we continue this research and establish asymptotic normality of the maximum likelihood estimator in thermodynamic limit. We also perform and discuss some numerical simulations of the model.

Full work available at URL: https://arxiv.org/abs/1005.2335

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zbMATH Keywords

maximum likelihood estimationmartingaleFisher informationthermodynamic limitspatial random growthtime series of spatial locations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sequential statistical methods (62L99)

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Cited In (1)

• A model of point configurations given by a semiparametric interaction

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