首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Takacs–Fiksel Method for Stationary Marked Gibbs Point Processes
Authors:JEAN‐FRANOIS COEURJOLLY  DAVID DEREUDRE  RÉMY DROUILHET  FRÉDÉRIC LAVANCIER
Institution:1. GIPSA‐lab, Grenoble University and Laboratoire Jean Kuntzmann, Grenoble University;2. LAMAV UVHC FR 2956, Lille Nord de France University;3. Laboratoire Jean Kuntzmann, Grenoble University;4. Laboratoire de Mathématiques Jean Leray, Nantes University
Abstract:Abstract. This article studies a method to estimate the parameters governing the distribution of a stationary marked Gibbs point process. This procedure, known as the Takacs–Fiksel method, is based on the estimation of the left and right hand sides of the Georgii–Nguyen–Zessin formula and leads to a family of estimators due to the possible choices of test functions. We propose several examples illustrating the interest and flexibility of this procedure. We also provide sufficient conditions based on the model and the test functions to derive asymptotic properties (consistency and asymptotic normality) of the resulting estimator. The different assumptions are discussed for exponential family models and for a large class of test functions. A short simulation study is proposed to assess the correctness of the methodology and the asymptotic results.
Keywords:asymptotic properties  central limit theorem  ergodic theorem  parametric estimation  stationary marked Gibbs point processes  Takacs–  Fiksel method
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号