Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption

Mathew D Penrose, Vadim Shcherbakov

Research output: Contribution to journalArticlepeer-review

2 Citations (SciVal)

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.
Original languageEnglish
Pages (from-to)636-648
Number of pages13
JournalAdvances in Applied Probability
Volume43
Issue number3
DOIs
Publication statusPublished - Sept 2011

Fingerprint

Dive into the research topics of 'Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption'. Together they form a unique fingerprint.

Cite this