Limit theorems for maximum likelihood estimators in the Curie-Weiss-Potts model
type: Item
instance of: scholarly article
title: Limit theorems for maximum likelihood estimators in the Curie-Weiss-Potts model
zbMATH Open document ID: 0763.62012
DOI: 10.1016/0304-4149(92)90014-H
author: Richard S. Ellis
author: Kongming Wang
published in: Stochastic Processes and their Applications
publication date: 1992-09-27T00:00:00Z
review text: The Curie-Weiss-Potts model, generalizing the Curie-Weiss model of ferromagnetism, is considered. The maximum likelihood estimators (MLE) of the parameter \(\beta\) (the inverse temperature) and \(h\) (the external magnetic field) are considered The asymptotic behavior of MLE of a) \(\beta\) when \(h=0\), b) \(h\) when \(\beta\) is known and the true value of \(h\) is \(0\), is established. For \(h=0\), three different types of limiting distributions depending on the critical inverse temperature \(\beta_ c>0\) are obtained.
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P99
Mathematics Subject Classification ID: 82D40
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 82C99
Mathematics Subject Classification ID: 82D35
zbMATH DE Number: 56968
zbMATH Keywords: Curie-Weiss-Potts model
zbMATH Keywords: ferromagnetism
zbMATH Keywords: maximum likelihood estimators
zbMATH Keywords: external magnetic field
zbMATH Keywords: limiting distributions
zbMATH Keywords: critical inverse temperature
reviewed by: Vsevolod K. Malinovskii
describes a project that uses: spatial
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 56968