Existence of Gibbs point processes with stable infinite range interaction

Parametric estimation of pairwise Gibbs point processes with infinite range interaction

Poisson intensity parameter estimation for stationary Gibbs point processes of finite interaction range

We introduce a semi-parametric estimator of the Poisson intensity parameter of a spatial stationary Gibbs point process. Under very mild assumptions satisfied by a large class of Gibbs models, we establish its strong consistency and asymptotic normality. We also consider its finite-sample properties in a simulation study.

Perfect simulation of infinite range Gibbs measures and coupling with their finite range approximations

In this paper we address the questions of perfectly sampling a Gibbs measure with infinite range interactions and of perfectly sampling the measure together with its finite range approximations. We solve these questions by introducing a perfect simulation algorithm for the measure and for the coupled measures. The algorithm works for general Gibbsian interaction under requirements on the tails ...

Moving Average Processes with Infinite Variance

The sample autocorrelation function (acf) of a stationary process has played a central statistical role in traditional time series analysis, where the assumption is made that the marginal distribution has a second moment. Now, the classical methods based on acf are not applicable in heavy tailed modeling. Using the codifference function as dependence measure for such processes be shown it be as...

Continuum percolation for Gibbs point processes ∗

We consider percolation properties of the Boolean model generated by a Gibbs point process and balls with deterministic radius. We show that for a large class of Gibbs point processes there exists a critical activity, such that percolation occurs a.s. above criticality.