Maximum pseudo-likelihood estimator for nearest-neighbours Gibbs point processes

Authors Jean-Michel Billiot, Jean-François Coeurjolly, Rémy Drouilhet

Publication date 4 January 2006

Inference from spatial processes (62M30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: This paper is devoted to the estimation of a vector parametrizing an energy function associated to some "Nearest-Neighbours" Gibbs point process, via the pseudo-likelihood method. We present some convergence results concerning this estimator, that is strong consistency and asymptotic normality, when only a single realization is observed. Sufficient conditions are expressed in terms of the local energy function and are verified on some examples.

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