Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption

Reference:

Penrose, M. D. and Shcherbakov, V., 2011. Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption. Advances in Applied Probability, 43 (3), pp. 636-648.

Related documents:

Official URL:

http://dx.doi.org/10.1239/aap/1316792663

Related URLs:

• http://arxiv.org/abs/1005.2335v1

Abstract

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.

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