For stationary determinantal point processes, the two-step generalized maximum composite likelihood estimator is asserted to be consistent, asymptotically normal, and moment-convergent, and to yield a composite-likelihood information criterion.
Pure and Applied Mathematics (Amsterdam), Elsevier/Academic Press, Amsterdam
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Moment convergence of the generalized maximum composite likelihood estimators for determinantal point processes
For stationary determinantal point processes, the two-step generalized maximum composite likelihood estimator is asserted to be consistent, asymptotically normal, and moment-convergent, and to yield a composite-likelihood information criterion.