Asymptotic properties of the estimates of parameters of a correlation function of random fields (Q2740311)
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scientific article; zbMATH DE number 1646643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of the estimates of parameters of a correlation function of random fields |
scientific article; zbMATH DE number 1646643 |
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16 September 2001
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Gaussian random fields
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correlation functions
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Asymptotic properties of the estimates of parameters of a correlation function of random fields (English)
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Properties of a nonparametric estimate of the unknown correlation function of a homogeneous Gaussian random field are studied. The results are applied to the study of the asymptotic properties of empirical estimates of the unknown parameters of correlation functions, in particular, their consistency and asymptotic normality.
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