Takacs Fiksel method for stationary marked Gibbs point processes

Jean-François Coeurjolly (1, 2) , David Dereudre (3) , Rémy Drouilhet (2) , Frédéric Lavancier (4)

1 GIPSA-lab - Grenoble Images Parole Signal Automatique
2 LJK - Laboratoire Jean Kuntzmann
3 LAMAV - Laboratoire de Mathématiques et leurs Applications de Valenciennes - EA 4015
4 LMJL - Laboratoire de Mathématiques Jean Leray

This paper studies a method to estimate the parameters governing the distribution of a stationary marked Gibbs point process. This method, known as the Takacs-Fiksel method, is based on the estimation of the left and right hand sides of the Georgii-Nguyen-Zessin formula and leads to a family of estimators due to the possible choices of test functions. We propose several examples illustrating the interest and flexibility of this procedure. We also provide sufficient conditions based on the model and the test functions to derive asymptotic properties (consistency and asymptotic normality) of the resulting estimator. The different assumptions are discussed for exponential family models and for a large class of test functions.

Mots clés: stationary marked Gibbs point processes; parametric estimation; Takacs-Fiksel method; asymptotic properties; ergodic theorem; central limit theorem

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Jean-François Coeurjolly, David Dereudre, Rémy Drouilhet, Frédéric Lavancier. Takacs Fiksel method for stationary marked Gibbs point processes. 2010. ⟨hal-00502004v1⟩