Tail estimation of the spectral density for a stationary Gaussian random field

DOI10.1016/J.JMVA.2012.11.014zbMath1277.62222OpenAlexW2053157356MaRDI QIDQ391522

Wei-Ying Wu, Yimin Xiao, Chae Young Lim

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.11.014

zbMATH Keywords

fractal dimensioninfill asymptoticsWhittle likelihoodfractal indexfixed-domain asymptoticsmicroergodic parameters

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Inference from stochastic processes and spectral analysis (62M15) Statistics of extreme values; tail inference (62G32)

Related Items (6)

Asymptotic near-efficiency of the ``Gibbs-energy and empirical-variance estimating functions for fitting Matérn models. I: Densely sampled processes ⋮ Optimal change point detection in Gaussian processes ⋮ Penalized Whittle likelihood for spatial data ⋮ Quantitative central limit theorems for Mexican needlet coefficients on circular Poisson fields ⋮ Hypothesis testing for the smoothness parameter of Matérn covariance model on a regular grid ⋮ On information about covariance parameters in Gaussian Matérn random fields

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