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On asymptotic normality of pseudo likelihood estimates for pairwise interaction processes
Authors:Jens Ledet Jensen  Hans R. Künsch
Affiliation:(1) Department of Theoretical Statistics, Institute of Mathematics, University of Aarhus, DK-8000 Aarhus C, Denmark;(2) Seminar für Statistik, ETH, CH-8092 Zürich, Switzerland
Abstract:We consider point processes defined through a pairwise interaction potential and admitting a two-dimensional sufficient statistic. It is shown that the pseudo maximum likelihood estimate can be stochastically normed so that the limiting distribution is a standard normal distribution. This result is true irrespectively of the possible existence of phase transitions. The work here is an extension of the work Guyon and Künsch (1992,Lecture Notes in Statist.,74, Springer, New York) and is based on viewing a point process interchangeably as a lattice field.
Keywords:Asymptotic normality  Gibbs processes  lattice field  phase transitions  pseudo likelihood  stochastically normed
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