Weighted likelihood estimators for point processes
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Keywords Bayesian, Change point detection, filtering, Gaussian processes, machine learn- ing, nonparametric, smoothing, state space, statistics, time series, Toeplitz, UKF.. 2011
The strong consistency of the maximum pseudolikelihood estimator was studied by Mase (1995) for pairwise interaction Gibbs point processes, including the infinite range
The obtained results are then applied in Section 4 to prove existence and comparison results for invariant measures of Markov processes in a partially ordered Polish space E..
The strong consistency of the maximum pseudolikelihood estimator was studied by Mase (1995) for pairwise interaction Gibbs point processes, including the infinite range