STATISTICAL ANALYSIS OF LONG-RANGE DEPENDENT RANDOM PROCESSES AND FIELDS

DOI10.1017/S0004972719001588zbMath1435.62100OpenAlexW2999967044MaRDI QIDQ5222155

Huda Mohammed Alomari

Publication date: 1 April 2020

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0004972719001588

zbMATH Keywords

filterwavelet transformstapered dataGegenbauer random fieldlong-memory parameterestimators of parameterscyclic long memoryIbragimov minimum contrast estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Inference from spatial processes (62M30) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Cites Work

• On a class of minimum contrast estimators for Gegenbauer random fields
• Asymptotic properties of parameter estimates for random fields with tapered data
• A Non-Parametric Estimator of the Spectral Density of a Continuous-Time Gaussian Process Observed at Random Times
• Limit Theorems for Weighted Functionals of Cyclical Long-Range Dependent Random Fields
• Estimation of cyclic long‐memory parameters

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