ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR COOPERATIVE SEQUENTIAL ADSORPTION

被引：0
|
作者：
Penrose, Mathew D. [1 ]
Shcherbakov, Vadim [2 ]
机构：
[1] Univ Bath, Sch Math Sci, Bath BA2 7AY, Avon, England
[2] Moscow MV Lomonosov State Univ, Moscow 119991, Russia
来源：
ADVANCES IN APPLIED PROBABILITY | 2011年 / 43卷 / 03期
关键词：
Cooperative sequential adsorption; time series of spatial locations; spatial random growth; maximum likelihood estimation; asymptotic normality; Fisher information; martingale; thermodynamic limit; LIMIT-THEOREMS; PRINCIPLES;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider statistical inference for a parametric cooperative sequential adsorption model for spatial time series data, based on maximum likelihood. We establish asymptotic normality of the maximum likelihood estimator in the thermodynamic limit. We also perform and discuss some numerical simulations of the model, which illustrate the procedure for creating confidence intervals for large samples.
引用
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页码：636 / 648
页数：13
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