[Space–time estimation of a particle system model]
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, successive observations of X on a finite subset S of sites. We consider the maximum marginal pseudo-likelihood (MPL) estimator and show that, when , this estimator is consistent and asymptotically normal for a non vanishing supercritical CP.
Soit X un processus de contact (PC) à temps discret sur tel que défini par Durrett et Levin (1994). On étudie l'estimation du modèle basé sur l'évolution spatio-temporelle de X, i.e. observations successives de X sur un ensemble fini de sites S. Nous considérons l'estimateur de maximum de pseudo-vraisemblance marginale (PVM) et montrons, quand , que cet estimateur converge et qu'il est asymptotiquement gaussien si X survit sur S.
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Xavier Guyon 1; Besnik Pumo 2
@article{CRMATH_2005__340_8_619_0, author = {Xavier Guyon and Besnik Pumo}, title = {Estimation spatio-temporelle d'un mod\`ele de syst\`eme de particules}, journal = {Comptes Rendus. Math\'ematique}, pages = {619--622}, publisher = {Elsevier}, volume = {340}, number = {8}, year = {2005}, doi = {10.1016/j.crma.2005.03.014}, language = {fr}, }
Xavier Guyon; Besnik Pumo. Estimation spatio-temporelle d'un modèle de système de particules. Comptes Rendus. Mathématique, Volume 340 (2005) no. 8, pp. 619-622. doi : 10.1016/j.crma.2005.03.014. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2005.03.014/
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