2008
DOI: 10.1214/07-ejs160
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Maximum pseudolikelihood estimator for exponential family models of marked Gibbs point processes

Abstract: This paper is devoted to the estimation of a vector θ parametrizing an energy function of a Gibbs point process, via the maximum pseudolikelihood method. Strong consistency and asymptotic normality results of this estimator depending on a single realization are presented. In the framework of exponential family models, sufficient conditions are expressed in terms of the local energy function and are verified on a wide variety of examples.

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Cited by 33 publications
(68 citation statements)
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“…Billiot et al () extended the results in Jensen and Møller () and Jensen and K^^fcnsch () and obtained consistency and asymptotic normality of the MPLE for a large class of models including the examples presented in Section 2.2. We now state the central limit theorem for the MPLE.…”
Section: Gibbs Point Processes and Pseudo‐likelihoodmentioning
confidence: 83%
See 1 more Smart Citation
“…Billiot et al () extended the results in Jensen and Møller () and Jensen and K^^fcnsch () and obtained consistency and asymptotic normality of the MPLE for a large class of models including the examples presented in Section 2.2. We now state the central limit theorem for the MPLE.…”
Section: Gibbs Point Processes and Pseudo‐likelihoodmentioning
confidence: 83%
“…We point out that does not require the ergodicity of Pθ, and it therefore applies even if a phase transition occurs (see Jensen and K^^fcnsch ( for a proof of this). Furthermore, we refer to Billiot et al () for a proof of the positive definiteness of the matrix Σ for a large class of models (including the ones presented in this paper).…”
Section: Covariance Of Innovationsmentioning
confidence: 99%
“…Its suitability to a wide range of Gibbs point processes has been recently proved by [Billiot et al 2008]. It admits a unique extremum in the (Γ, ∆) parameter space which we find using a Newton-Raphson approach.…”
Section: Interaction Strengths γ MM ′ and Category Occurrence Probabmentioning
confidence: 83%
“…For instance, if X is the Strauss point process or the area interaction process, then the score function of the pseudo-likelihood which is one of the most well-known methods to estimate a parametric model (see e.g. Møller and Waagepetersen, 2007;Billiot et al, 2008) …”
Section: Resultsmentioning
confidence: 99%