arXivDaily arXiv每日学术速递 周一至周五更新
arXiv周末暂无论文更新,休息一下吧,周末愉快~~
arXiv 0804.3715math.STstat.TH
收藏

标记Gibbs点过程指数族模型的最大伪随机估计

Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes

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

摘要:

本文利用最大拟似然方法,对Gibbs点过程的能量函数的参数化向量$\bm θ$进行了估计.给出了依赖于单一实现的估计量的强相合性和渐近正态性结果。在指数族模型的框架内,充分条件表示在当地的能量函数,并验证了各种各样的例子。

英文摘要:

This paper is devoted to the estimation of a vector $\bm θ$ parametrizing an energy function of a Gibbs point process, via the maximum pseudolikelihood method. Strong consistency and asymptotic normality results of this estimator depending on a single realization are presented. In the framework of exponential family models, sufficient conditions are expressed in terms of the local energy function and are verified on a wide variety of examples.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑