Parametric estimation of long memory multivariate Gaussian random fields

DOI10.16929/as/2021.2749.182zbMath1490.62297MaRDI QIDQ2138250

Ouagnina Hili, Aubin Yao N'dri, Amadou Kamagate

Publication date: 11 May 2022

Published in: Afrika Statistika (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/afrika-statistika/volume-16/issue-2/Parametric-Estimation-of-Long-Memory-Multivariate-Gaussian-random-fields/10.16929/as/2021.2749.182.full

zbMATH Keywords

asymptotic propertiesrandom fieldHellinger distance estimationmultivariate long memory

Mathematics Subject Classification ID

Random fields (60G60) Random fields; image analysis (62M40) Density estimation (62G07) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Limiting distributions of nonlinear vector functions of stationary Gaussian processes
• Empirical process of long memory Gaussian subordinated random fields.
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Minimum Hellinger distance estimates for parametric models
• Distributional limit theorems over a stationary Gaussian sequence of random vectors.
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• Asymptotic properties of parameter estimates for random fields with tapered data
• Hellinger distance estimation of strongly dependent Gaussian random fields
• Anisotropic texture modeling and applications to medical image analysis
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Non-central limit theorems for non-linear functional of Gaussian fields
• Exponential inequalities and functional central limit theorems for random fields
• On the estimation of nonlinear time series models

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