Consistency of likelihood estimation for Gibbs point processes

DOI10.1214/16-AOS1466zbMath1371.62021arXiv1506.02887OpenAlexW563845060MaRDI QIDQ2012204

David Dereudre, Frédéric Lavancier

Publication date: 28 July 2017

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

Full work available at URL: https://arxiv.org/abs/1506.02887

zbMATH Keywords

variational principlelikelihood estimationparametric estimationStrauss modelLennard-Jones modelGibbs point processesmaximum likelihood estimator (MLE)area-interaction model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Geometric probability and stochastic geometry (60D05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (4)

Inference for low‐ and high‐dimensional inhomogeneous Gibbs point processes ⋮ Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion ⋮ On entropy minimization and convergence ⋮ Planar segment processes with reference mark distributions, modeling and estimation

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