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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.

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

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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.

Details

Item Type Articles
CreatorsPenrose, M. D.and Shcherbakov, V.
DOI10.1239/aap/1316792663
Related URLs
URLURL Type
http://arxiv.org/abs/1005.2335v1Free Full-text
DepartmentsFaculty of Science > Mathematical Sciences
RefereedYes
StatusPublished
ID Code26592

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