期刊
STATISTICA NEERLANDICA
卷 57, 期 2, 页码 177-206出版社
WILEY
DOI: 10.1111/1467-9574.00227
关键词
candy model; Markov chain Monte Carlo simulation; Markov marked point process; maximum likelihood estimation; stability
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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