Time-invariance estimating equations

DOI10.2307/3318756zbMath0982.62081OpenAlexW2091076538MaRDI QIDQ1591602

Adrian J. 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

generatordead leaves modelmaximum likelihooddiffusionsGibbs samplerinfinitesimal generatorcensored datamethod of momentsMarkov random fieldsGibbs random fieldsStein-Chen methodconditional intensityGibbs point processesspatial birth-and-death processesreduced sample estimatorGodambe optimalityhighly structured stochastic systemsmaximum pseudolikelihoodNguyen-Zessin formulaTakacs-Fiksel methodunbiased estimating equationsvariational estimators

Mathematics Subject Classification ID

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

Related Items (2)

Variational estimators for the parameters of Gibbs point process models ⋮ A functional central limit theorem for spatial birth and death processes

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