Parametric estimation of pairwise Gibbs point processes with infinite range interaction - [Labex] PERSYVAL-lab
Article Dans Une Revue Bernoulli Année : 2017

Parametric estimation of pairwise Gibbs point processes with infinite range interaction

Résumé

This paper is concerned with statistical inference for infinite range interaction Gibbs point processes and in particular for the large class of Ruelle superstable and lower regular pairwise interaction models. We extend classical statistical methodologies such as the pseudolikelihood and the logistic regression methods, originally defined and studied for finite range models. Then we prove that the associated estimators are strongly consistent and satisfy a central limit theorem, provided the pairwise interaction function tends sufficiently fast to zero. To this end, we introduce a new central limit theorem for almost conditionally centered triangular arrays of random fields.
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Dates et versions

hal-01092225 , version 1 (08-12-2014)
hal-01092225 , version 2 (17-07-2015)
hal-01092225 , version 3 (01-10-2015)

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Jean-François Coeurjolly, Frédéric Lavancier. Parametric estimation of pairwise Gibbs point processes with infinite range interaction. Bernoulli, 2017, 23 (2), pp.1299-1334. ⟨10.3150/15-BEJ779⟩. ⟨hal-01092225v3⟩
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