Marked Gibbs processes and asymptotic normality of maximum pseudo-likelihood estimators

Authors
Citation
S. Mase, Marked Gibbs processes and asymptotic normality of maximum pseudo-likelihood estimators, MATH NACHR, 209, 2000, pp. 151-169
Citations number
15
Categorie Soggetti
Mathematics
Journal title
MATHEMATISCHE NACHRICHTEN
ISSN journal
0025584X → ACNP
Volume
209
Year of publication
2000
Pages
151 - 169
Database
ISI
SICI code
0025-584X(2000)209:<151:MGPAAN>2.0.ZU;2-I
Abstract
This paper discusses the concept of marked stationary Gibbs processes which are globally defined on the continuous state space R-nu and an arbitrary m ark space M. The framework is the theory of superstable potential Gibbs pro cesses of RUELLE [13]. The maximum pseudo - likelihood estimator of marked potentials and its strong consistency are considered. Finally the asymptoti c normality of maximum pseudo-likelihood estimators for the finite-range ma rked potential case is shown, which is an extension of JENSEN & KUNSCH (199 4).