# Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes - Mathematics > Statistics Theory

Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes - Mathematics > Statistics Theory - Descarga este documento en PDF. Documentación en PDF para descargar gratis. Disponible también para leer online.

Abstract: This paper is devoted to the estimation of a vector $\bm {\theta}$parametrizing an energy function of a Gibbs point process, via the maximumpseudolikelihood method. Strong consistency and asymptotic normality results ofthis estimator depending on a single realization are presented. In theframework of exponential family models, sufficient conditions are expressed interms of the local energy function and are verified on a wide variety ofexamples.

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

Fuente: https://arxiv.org/