Moment convergence of the generalized maximum composite likelihood estimators for determinantal point processes

Abstract: The maximum composite likelihood estimator for parametric models of determinantal point processes (DPPs) is discussed. Since the joint intensities of these point processes are given by determinant of positive definite kernels, we have the explicit form of the joint intensities for every order. This fact enables us to consider the generalized maximum composite likelihood estimator for any order. This paper introduces the two step generalized composite likelihood estimator and shows the moment convergence of the estimator under a stationarity. Moreover, our results can yield information criteria for statistical model selection within DPPs.