Asymptotics of maximum likelihood estimators for the Curie-Weiss model

DOI10.1214/aos/1176348111zbMath0749.62018OpenAlexW2046061414MaRDI QIDQ1175377

Basilis Gidas, Francis Comets

Publication date: 25 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348111

zbMATH Keywords

consistencyasymptotic normalitycritical pointasymptotic varianceexternal fieldmaximum likelihood estimatorssuperefficiencyinverse temperatureCurie- Weiss modelnon-Gaussian limiting lawphase transition points

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Time-dependent statistical mechanics (dynamic and nonequilibrium) (82C99) Applications of statistics (62P99) Equilibrium statistical mechanics (82B99)

Related Items (10)

Asymptotic inference for semimartingale models with singular parameter points ⋮ Fluctuations in mean-field Ising models ⋮ Inference in Ising models on dense regular graphs ⋮ Joint estimation of parameters in Ising model ⋮ Limit theorems for the empirical vector of the Curie-Weiss-Potts model ⋮ Fluctuations of the magnetization in the \(p\)-spin Curie-Weiss model ⋮ Limit theorems for maximum likelihood estimators in the Curie-Weiss-Potts model ⋮ Global testing against sparse alternatives under Ising models ⋮ On testing for parameters in Ising models ⋮ Statistics of the two star ERGM

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