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Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption
Part of
Mathew D. Penrose, Vadim Shcherbakov
Journal:

Advances in Applied Probability / Volume 43 / Issue 3 / September 2011

Published online by Cambridge University Press:

01 July 2016, pp. 636-648

Print publication:

September 2011
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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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Asymptotic normality of the maximum likelihood estimator for cooperative sequential adsorption