Mathematics – Statistics Theory
Scientific paper
2010-07-12
Electronic Journal of Statistics 4 (2010) 677-706
Mathematics
Statistics Theory
Scientific paper
This paper presents asymptotic properties of the maximum pseudo-likelihood estimator of a vector $\Vect{\theta}$ parameterizing a stationary Gibbs point process. Sufficient conditions, expressed in terms of the local energy function defining a Gibbs point process, to establish strong consistency and asymptotic normality results of this estimator depending on a single realization, are presented.These results are general enough to no longer require the local stability and the linearity in terms of the parameters of the local energy function. We consider characteristic examples of such models, the Lennard-Jones and the finite range Lennard-Jones models. We show that the different assumptions ensuring the consistency are satisfied for both models whereas the assumptions ensuring the asymptotic normality are fulfilled only for the finite range Lennard-Jones model.
Coeurjolly Jean-François
Drouilhet Rémy
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