Consistency of the Maximum Pseudo-Likelihood Estimator of Continuous State Space Gibbsian Processes
Mase, Shigeru
Ann. Appl. Probab., Tome 5 (1995) no. 4, p. 603-612 / Harvested from Project Euclid
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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.
Publié le : 1995-08-14
Classification:  Consistency,  Gibbsian process,  superstable potential,  pseudo-likelihood,  ergodic decomposition,  continuous model,  parametric model,  62M30,  62F12 
@article{1177004697,
     author = {Mase, Shigeru},
     title = {Consistency of the Maximum Pseudo-Likelihood Estimator of Continuous State Space Gibbsian Processes},
     journal = {Ann. Appl. Probab.},
     volume = {5},
     number = {4},
     year = {1995},
     pages = { 603-612},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177004697}
}

Mase, Shigeru. Consistency of the Maximum Pseudo-Likelihood Estimator of Continuous State Space Gibbsian Processes. Ann. Appl. Probab., Tome 5 (1995) no. 4, pp.  603-612. http://gdmltest.u-ga.fr/item/1177004697/