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scientific article; zbMATH DE number 1336708
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scientific article; zbMATH DE number 1336708 |
Statements
14 September 1999
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central limit theorem
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random fields
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rate of convergence
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regression
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least squares estimates
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0.9030387
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0.89284277
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0.8879075
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The author considers random fields of the form \[ \xi(t)=\sum_{k=1}^q \varphi_k(t)\theta_k+\varepsilon(t), \] where \(\varphi(t):Z^d\to R,\;k=1,\dots,q,\) are known functions, \(\varepsilon(t):Z^d\to R\) is a random field with zero mean, and \(\theta=(\theta_1,\dots,\theta_q)\) is a known parameter to be estimated from observations of the random field \(\xi(t)\) on a system of bounded increasing sets. The convergence rate in the central limit theorem for the least squares estimates of \(\theta\) for \(m-\)dependent random fields is obtained. For the entire collection see [Zbl 0896.00028].
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