Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence

DOI10.1239/JAP/1082552189zbMath1049.62107OpenAlexW2090894519MaRDI QIDQ4822450

Ludmila M. Sakhno, V. V. Anh, Nikolai N. Leonenko

Publication date: 25 October 2004

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1082552189

zbMATH Keywords

quasi-likelihood estimationlong-range dependenceminimum contrast estimatorhigher-order spectral densities

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Related Items (12)

Statistical inference using higher-order information ⋮ Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions ⋮ Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations ⋮ On multivariate nonlinear regression models with stationary correlated errors ⋮ Asymptotics for functionals of powers of a periodogram ⋮ Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes ⋮ Minimum Contrast Method for Parameter Estimation in the Spectral Domain ⋮ On the Whittle estimators for some classes of continuous-parameter random processes and fields ⋮ Spectral properties of Burgers and KPZ turbulence ⋮ Parameter estimation for Lévy-driven continuous-time linear models with tapered data ⋮ Diffusion on multifractals ⋮ On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields

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