Space-time estimation of a particle system model |
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Authors: | Xavier Guyon Besnik Pumo |
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Institution: | 1. SAMOS , Université Paris 1 , 90 rue de Tolbiac, 75634, Paris 13e , France;2. SAGAH , Institut National d'Horticulture , 2 rue Le N?tre, 49000, Angers, France |
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Abstract: | Let X be a discrete time contact process (CP) on ?2, as defined by Durrett and Levin (1994, Stochastic spatial models: a user's guide to ecological applications. Philosophical Transactions of the Royal Society of London Series B, 343, 329–350). We study the estimation of the model based on space-time evolution of X, that is, T + 1 successive observations of X on a finite subset S of sites. We consider the maximum marginal pseudo-likelihood (MPL) estimator and show that, when T→∞, this estimator is consistent and asymptotically normal for a non-vanishing supercritical CP. Numerical studies confirm these theoretical ones. |
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Keywords: | Contact process Parameter estimation Supercritical process Sub-ergodicity Marginal pseudo-likelihood Triangular martingale array |
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