Details

Autor(en) / Beteiligte

• Guyon, Xavier
• Pumo, Besnik

Titel

Estimation spatio-temporal model of a system of particles

Ist Teil von

• Comptes rendus. Mathématique, 2005-04, Vol.340 (8), p.619-622

Erscheinungsjahr

2005

Quelle

EZB Electronic Journals Library

Beschreibungen/Notizen

• Let X be a discrete time contact process (CP) on as defined by Durrett and Levin (1994). We study the estimation of the model based on space-time evolution of X, that is, T+1 successive observations of X on a finite subset S of sites. We consider the maximum marginal pseudo-likelihood (MPL) estimator and show that, when T- > {infinity}, this estimator is consistent and asymptotically normal for a non vanishing supercritical CP.