Properties of nonparametric estimators of autocovariance for stationary random fields

DOI10.1007/BF01199899zbMath0799.62102OpenAlexW2037662723MaRDI QIDQ1333576

Publication date: 20 November 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01199899

zbMATH Keywords

smoothness bootstrap confidence intervals moment conditions autocovariance mixing conditions stationary random field integrated squared error simulation studies tail conditions

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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