Advances in Applied Probability

Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption

Mathew D. Penrose and Vadim Shcherbakov

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We consider statistical inference for a parametric cooperative sequential adsorption model for spatial time series data, based on maximum likelihood. We establish asymptotic normality of the maximum likelihood estimator in the thermodynamic limit. We also perform and discuss some numerical simulations of the model, which illustrate the procedure for creating confidence intervals for large samples.

Article information

Adv. in Appl. Probab., Volume 43, Number 3 (2011), 636-648.

First available in Project Euclid: 23 September 2011

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62M30: Spatial processes 60K35: Interacting random processes; statistical mechanics type models; percolation theory [See also 82B43, 82C43]
Secondary: 60D05: Geometric probability and stochastic geometry [See also 52A22, 53C65]

Cooperative sequential adsorption time series of spatial locations spatial random growth maximum likelihood estimation asymptotic normality Fisher information martingale thermodynamic limit


Penrose, Mathew D.; Shcherbakov, Vadim. Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption. Adv. in Appl. Probab. 43 (2011), no. 3, 636--648. doi:10.1239/aap/1316792663.

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