CONSISTENCY OF THE MAXIMUM PSEUDO-LIKELIHOOD ESTIMATOR OF CONTINUOUS STATE SPACE GIBBSIAN PROCESSES
成果类型：
Article
署名作者：
Mase, Shigeru
署名单位：
Hiroshima University
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/aoap/1177004697
发表日期：
1995
页码：
603-612
关键词：
摘要：
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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