Parametric estimation of long memory multivariate Gaussian random fields

DOI10.16929/AS/2021.2749.182MaRDI QIDQ2138250zbMATH OpenFDO

Authors Aubin Yao N'dri, Ouagnina Hili, Amadou Kamagate

Publication date 11 May 2022

Published in Afrika Statistika (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/afrika-statistika/volume-16/issue-2/Parametric-Estimation-of-Long-Memory-Multivariate-Gaussian-random-fields/10.16929/as/2021.2749.182.full

zbMATH Keywords

asymptotic propertiesrandom fieldHellinger distance estimationmultivariate long memory

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Random fields; image analysis (62M40) Gaussian processes (60G15) Random fields (60G60)

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Cites work

• Anisotropic texture modeling and applications to medical image analysis
• Asymptotic properties of parameter estimates for random fields with tapered data
• Distributional limit theorems over a stationary Gaussian sequence of random vectors.
• Empirical process of long memory Gaussian subordinated random fields.
• Exponential inequalities and functional central limit theorems for random fields
• Hellinger distance estimation of strongly dependent Gaussian random fields
• Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
• Limit theorems for nonlinear functionals of a stationary Gaussian sequence of vectors
• Limiting distributions of nonlinear vector functions of stationary Gaussian processes
• Minimum Hellinger distance estimates for parametric models
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Non-central limit theorems for non-linear functional of Gaussian fields
• On the estimation of nonlinear time series models

Cited in

(9)

• Empirical estimation of the indefinite parameter for a random field with strong mixing
• Local Whittle estimator for anisotropic random fields
• Hellinger distance estimation of strongly dependent Gaussian random fields
• ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM
• Long memory random fields
• scientific article; zbMATH DE number 1408883 (Why is no real title available?)
• Memory parameter estimation for long range dependent random fields
• Hellinger distance estimates of long memory linear processes
• Parameter estimation of random fields with long-range dependence

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