Takacs-Fiksel Method for Stationary Marked Gibbs Point Processes

DOI10.1111/j.1467-9469.2011.00738.xzbMath1323.62023arXiv1007.3351OpenAlexW3125166509MaRDI QIDQ2914944

Remy Drouilhet, Jean-Franois Coeurjolly, Frédéric Lavancier, David Dereudre

Publication date: 21 September 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.3351

zbMATH Keywords

asymptotic propertiescentral limit theoremergodic theoremparametric estimationTakacs-Fiksel methodstationary marked Gibbs point processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Parametric hypothesis testing (62F03) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Estimation of the Intensity Parameter of the Germ-Grain Quermass-Interaction Model when the Number of Germs is not Observed, Variational estimators for the parameters of Gibbs point process models, Pairwise interaction function estimation of stationary Gibbs point processes using basis expansion, Planar segment processes with reference mark distributions, modeling and estimation, Fast Covariance Estimation for Innovations Computed from a Spatial Gibbs Point Process

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