ASYMPTOTIC RESULTS IN PARAMETER-ESTIMATION FOR GIBBS RANDOM-FIELDS

Authors
JANZURA M
Citation
M. Janzura, ASYMPTOTIC RESULTS IN PARAMETER-ESTIMATION FOR GIBBS RANDOM-FIELDS, Kybernetika, 33(2), 1997, pp. 133-159
Citations number
27
Categorie Soggetti
Controlo Theory & Cybernetics","Computer Science Cybernetics
Journal title
Kybernetika → ACNP
ISSN journal
00235954
Volume
33
Issue
2
Year of publication
1997
Pages
133 - 159
Database
ISI
SICI code
0023-5954(1997)33:2<133:ARIPFG>2.0.ZU;2-C
Abstract
Both the maximum likelihood estimate and a class of the maximum pseudo -likelihood estimates for parameters of Gibbs random fields are introd uced, and their asymptotic properties, namely the consistency, the asy mptotic normality, and the asymptotic efficiency, are studied, as well as the interrelations between the particular estimators and their res pective properties.