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An Ising-Type Model for Spatio-Temporal Interactions
Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), Halmstad Embedded and Intelligent Systems Research (EIS).
2005 (English)In: Markov Processes and Related Fields, ISSN 1024-2953, Vol. 11, no 3, 535-552 p.Article in journal (Refereed) Published
Abstract [en]

A model which possesses both spatial and time dependence is the Markov chain Markov field (see X. Guyon, 1995). Here inference about the parameter for spatio-temporal interaction of a special case of a Markov chain Markov field model is considered. A statistic which is minimal sufficient for the interaction parameter and its asympotic distribution are derived. A condition for stationarity of the sufficient statistic process and the stationary distribution are given. Likelihood based inference such as estimation, hypothesis testing and monitoring are briefly examined.

Place, publisher, year, edition, pages
Moscow: Polymat Press, Moscow State University , 2005. Vol. 11, no 3, 535-552 p.
Keyword [en]
asymptotic distribution, interaction, Markov chain, Markov field, perfect simulation, stationarity, sufficient statistic
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:hh:diva-22944OAI: oai:DiVA.org:hh-22944DiVA: diva2:630345
Available from: 2013-06-18 Created: 2013-06-18 Last updated: 2014-02-07Bibliographically approved

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