Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes
Abstract
In this paper, we study Gibbs point processes involving a hardcore interaction which is not necessarily hereditary. We first extend the famous Campbell equilibrium equation, initially proposed by Nguyen and Zessin [Math. Nachr. 88 (1979) 105--115], to the non-hereditary setting and consequently introduce the new concept of removable points. A modified version of the pseudo-likelihood estimator is then proposed, which involves these removable points. We consider the following two-step estimation procedure: first estimate the hardcore parameter, then estimate the smooth interaction parameter by pseudo-likelihood, where the hardcore parameter estimator is plugged in. We prove the consistency of this procedure in both the hereditary and non-hereditary settings.
Keywords
Cite
@article{arxiv.0709.1801,
title = {Campbell equilibrium equation and pseudo-likelihood estimation for non-hereditary Gibbs point processes},
author = {David Dereudre and Frédéric Lavancier},
journal= {arXiv preprint arXiv:0709.1801},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.3150/09-BEJ198 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)