CONSISTENCY OF LIKELIHOOD ESTIMATION FOR GIBBS POINT PROCESSES

Citation
David Dereudre et Frédéric Lavancier, CONSISTENCY OF LIKELIHOOD ESTIMATION FOR GIBBS POINT PROCESSES, Annals of statistics , 45(2), 2017, pp. 744-770
Journal title
ISSN journal
00905364
Volume
45
Issue
2
Year of publication
2017
Pages
744 - 770
Database
ACNP
SICI code
Abstract
Strong consistency of the maximum likelihood estimator (MLE) for parametric Gibbs point process models is established. The setting is very general. It includes pairwise pair potentials, finite and infinite multibody interactions and geometrical interactions, where the range can be finite or infinite. The Gibbs interaction may depend linearly or nonlinearly on the parameters, a particular case being hardcore parameters and interaction range parameters. As important examples, we deduce the consistency of the MLE for all parameters of the Strauss model, the hardcore Strauss model, the Lennard-Jones model and the area-interaction model.