Time-invariance estimating equations

DOI10.2307/3318756MaRDI QIDQ1591602zbMATH OpenOpenAlexFDO

Authors Adrian Baddeley

Publication date 7 April 2002

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1dcfd7f8caf34d78644a79dfdbdef7281ebe6418

zbMATH Keywords

Markov random fieldsvariational estimatorsunbiased estimating equationsTakacs-Fiksel methodStein-Chen methodspatial birth-and-death processesreduced sample estimatorNguyen-Zessin formulamethod of momentsmaximum pseudolikelihoodmaximum likelihoodcensored datainfinitesimal generatorhighly structured stochastic systemsGodambe optimalityGibbs samplerGibbs random fieldsGibbs point processesgeneratordiffusionsdead leaves modelconditional intensity

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40)

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Cited in

(4)

• Invariance principles for paced record times and applications
• A functional central limit theorem for spatial birth and death processes
• Variational estimators for the parameters of Gibbs point process models
• Hoeffding's inequality for continuous-time Markov chains via the spectral gap

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