ON ASYMPTOTIC NORMALITY OF PSEUDO LIKELIHOOD ESTIMATES FOR PAIRWISE INTERACTION PROCESSES

被引:1
作者
JENSEN, JL [1 ]
KUNSCH, HR [1 ]
机构
[1] ETH ZENTRUM,SEMINAR STAT,CH-8092 ZURICH,SWITZERLAND
关键词
ASYMPTOTIC NORMALITY; GIBBS PROCESSES; LATTICE FIELD; PHASE TRANSITIONS; PSEUDO LIKELIHOOD; STOCHASTICALLY NORMED;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider point processes defined through a pairwise interaction potential and admitting a two-dimensional sufficient statistic. It is shown that the pseudo maximum likelihood estimate can be stochastically normed so that the limiting distribution is a standard normal distribution. This result is true irrespectively of the possible existence of phase transitions. The work here is an extension of the work Guyon and Kunsch (1992, Lecture Notes in Statist., 74, Springer, New York) and is based on viewing a point process interchangeably as a lattice field.
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页码:475 / 486
页数:12
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