TY - JOUR
T1 - Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption
AU - Penrose, Mathew D
AU - Shcherbakov, Vadim
PY - 2011/9
Y1 - 2011/9
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=80053428374&partnerID=8YFLogxK
UR - http://arxiv.org/abs/1005.2335v1
UR - http://dx.doi.org/10.1239/aap/1316792663
U2 - 10.1239/aap/1316792663
DO - 10.1239/aap/1316792663
M3 - Article
SN - 0001-8678
VL - 43
SP - 636
EP - 648
JO - Advances in Applied Probability
JF - Advances in Applied Probability
IS - 3
ER -