scientific article; zbMATH DE number 370365

zbMATH Open0814.62063MaRDI QIDQ5289818FDOQ5289818

Authors: Jens Ledet Jensen 

Publication date: 24 August 1993

Title of this publication is not available (Why is that?)

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zbMATH Keywords

asymptotic normalityconditional likelihoodcentral limit theoremsmaximum likelihood estimatesGibbs point processesmixing propertiesdependent observationspair potentialasymptotic covariance matrixlattice fieldsDobrushin uniqueness regionmaximum pseudo likelihood estimates

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)

Cited In (16)

• A bound of the \(\beta\)-mixing coefficient for point processes in terms of their intensity functions
• Variational approach for spatial point process intensity estimation
• A note on asymptotic expansions for sums over a weakly dependent random field with application to the Poisson and Strauss processes
• Asymptotic properties of the maximum pseudo-likelihood estimator for stationary Gibbs point processes including the Lennard-Jones model
• Locally asymptotic normality of Gibbs models on a lattice
• A marked point process perspective in fitting spatial point process models
• Consistent parametric estimation of the intensity of a spatial-temporal point process
• Title not available (Why is that?)
• Area-interaction point processes
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• Assessing Isotropy for Spatial Point Processes
• On estimating the dependence between two point processes
• Uniform LAN condition of planar Gibbsian point processes and optimality of maximum likelihood estimators of soft-core potential functions
• Fast covariance estimation for innovations computed from a spatial Gibbs point process
• Gaussian pseudo-likelihood estimation for stationary processes on a lattice
• On asymptotic properties of the mark variogram estimator of a marked point process

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