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

DOI10.1239/AAP/1316792663zbMATH1235.62025OpenAlexW2964308436MaRDI QIDQ3172998FDOQ3172998

Authors Mathew D. Penrose, Vadim Shcherbakov

Publication date 10 October 2011

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

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

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)

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.

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Cites work

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• Dependent central limit theorems and invariance principles
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• Maximum likelihood estimation for cooperative sequential adsorption
• Neighborhood radius estimation for variable-neighborhood random fields
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• A model of point configurations given by a semiparametric interaction
• Maximum likelihood estimation for cooperative sequential adsorption

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