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August, 1995 Consistency of the Maximum Pseudo-Likelihood Estimator of Continuous State Space Gibbsian Processes
Shigeru Mase
Ann. Appl. Probab. 5(3): 603-612 (August, 1995). DOI: 10.1214/aoap/1177004697

Abstract

The purpose of this paper is to show the strong consistency of the maximum pseudo-likelihood estimator for continuous state space stationary Gibbsian processes under fairly general conditions. Besides the maximum pseudo-likelihood estimator of Besag, we consider its extension, the maximum pseudo-likelihood of second order. The framework of our study is Ruelle's theory of superstable potential functions.

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Shigeru Mase. "Consistency of the Maximum Pseudo-Likelihood Estimator of Continuous State Space Gibbsian Processes." Ann. Appl. Probab. 5 (3) 603 - 612, August, 1995. https://doi.org/10.1214/aoap/1177004697

Information

Published: August, 1995
First available in Project Euclid: 19 April 2007

zbMATH: 0851.62066
MathSciNet: MR1359821
Digital Object Identifier: 10.1214/aoap/1177004697

Subjects:
Primary: 62M30
Secondary: 62F12

Keywords: consistency , continuous model , Ergodic decomposition , Gibbsian process , parametric model , pseudo-likelihood , superstable potential

Rights: Copyright © 1995 Institute of Mathematical Statistics

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Vol.5 • No. 3 • August, 1995
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