Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere
From MaRDI portal
Publication:1433796
DOI10.1016/S0960-0779(03)00210-8zbMath1068.62097MaRDI QIDQ1433796
Publication date: 1 July 2004
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
60G60: Random fields
62M40: Random fields; image analysis
62H12: Estimation in multivariate analysis
60F05: Central limit and other weak theorems
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Contrasts under long-range correlations
- Asymptotic properties of the LSE in a regression model with long-memory stationary errors
- On estimation of a regression model with long-memory stationary errors
- M-estimators in linear models with long range dependent errors
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors
- Regression quantiles and related processes under long range dependent errors
- Time series regression with long-range dependence
- Note on convergence rates of semiparametric estimators of dependence index
- Determining the temperature of the microwave background radiation from the topology and geometry of spacetime.
- On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields
- Exact parabolic asymptotics for singular \(n\)-D Burgers' random fields: Gaussian approximation
- Efficient location and regression estimation for long range dependent regression models
- Gaussian semiparametric estimation of long range dependence
- Convergence of integrated processes of arbitrary Hermite rank
- Non-central limit theorems for non-linear functional of Gaussian fields
- On estimation of regression coefficients of long memory random fields observed on the arrays
- SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS
- Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors