Parametric estimation of pairwise Gibbs point processes with infinite range interaction

DOI10.3150/15-BEJ779zbMATH Open1388.62277arXiv1412.2557MaRDI QIDQ520700FDOQ520700

Authors: Jean-François Coeurjolly, Frédéric Lavancier 

Publication date: 5 April 2017

Published in: Bernoulli (Search for Journal in Brave)

Abstract: This paper is concerned with statistical inference for infinite range interaction Gibbs point processes and in particular for the large class of Ruelle superstable and lower regular pairwise interaction models. We extend classical statistical methodologies such as the pseudolikelihood and the logistic regression methods, originally defined and studied for finite range models. Then we prove that the associated estimators are strongly consistent and satisfy a central limit theorem, provided the pairwise interaction function tends sufficiently fast to zero. To this end, we introduce a new central limit theorem for almost conditionally centered triangular arrays of random fields.

Full work available at URL: https://arxiv.org/abs/1412.2557

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zbMATH Keywords

logistic regressionpseudo-likelihoodcentral limit theoremLennard-Jones potential

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Cited In (10)

• Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes
• Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion
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• A nonparametric estimator for pairwise-interaction point processes
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• Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes
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