On Consistency of a Class of Estimators for Exponential Families of Markov Random Fields on the Lattice
Open Access
- 1 March 1992
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 20 (1) , 455-468
- https://doi.org/10.1214/aos/1176348532
Abstract
We prove strong consistency of a class of maximum objective estimators for exponential parametric families of Markov random fields on $\mathbb{Z}^d$, including both maximum likelihood and pseudolikelihood estimators, using large deviation estimates. We also obtain the optimality property for the maximum likelihood estimator in the sense of Bahadur.
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