On the asymptotic joint distribution of sample space-time covariance estimators

DOI10.3150/07-BEJ6196zbMath1155.62010arXiv0803.2171OpenAlexW2165064974MaRDI QIDQ1002584

J. Martínez

Publication date: 2 March 2009

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.2171

zbMATH Keywords

asymptotic normalityrandom fieldmixingcovarianceincreasing domain asymptotics

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

Related Items (5)

Spatio-temporal analysis with short- and long-memory dependence: a state-space approach ⋮ Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach ⋮ A review of nonparametric hypothesis tests of isotropy properties in spatial data ⋮ Asymptotic Properties of the Empirical Spatial Extremogram ⋮ Generalised least squares estimation of regularly varying space-time processes based on flexible observation schemes

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