Asymptotic properties of parameter estimates for random fields with tapered data

DOI10.1214/17-EJS1315zbMath1373.62468OpenAlexW2761807750MaRDI QIDQ2408241

M. Pilar Frías, Antoni Torres, Huda Mohammed Alomari, María D. Ruiz-Medina, Nikolai N. Leonenko, Ludmila M. Sakhno

Publication date: 12 October 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1506931551

zbMATH Keywords

Gaussian random fieldtapered dataconsistency and asymptotic normalityIbragimov minimum contrast

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Inference from spatial processes (62M30)

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Parametric estimation of long memory multivariate Gaussian random fields, Statistical inference for stationary linear models with tapered data, Parameter estimation for Lévy-driven continuous-time linear models with tapered data, Goodness-of-fit tests for stationary Gaussian processes with tapered data, STATISTICAL ANALYSIS OF LONG-RANGE DEPENDENT RANDOM PROCESSES AND FIELDS, Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications