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The Candy model: properties and inference
Author(s) -
Van Lieshout M. N. M.,
Stoica R. S.
Publication year - 2003
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/1467-9574.00227
Subject(s) - inference , stability (learning theory) , mathematics , point (geometry) , markov chain , point process , computer science , estimation , econometrics , markov model , algorithm , statistics , artificial intelligence , machine learning , engineering , geometry , systems engineering
In this paper we study the Candy model, a marked point process introduced by S toica 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.