Journal
STATISTICA NEERLANDICA
Volume 57, Issue 2, Pages 177-206Publisher
WILEY
DOI: 10.1111/1467-9574.00227
Keywords
candy model; Markov chain Monte Carlo simulation; Markov marked point process; maximum likelihood estimation; stability
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In this paper we study the Candy model, a marked point process introduced by STOICA et al. (2000). We prove Ruelle and local stability, investigate its Markov properties, and discuss how the model may be sampled. Finally, we consider estimation of the model parameters and present a simulation study.
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