Asymptotic properties of parameter estimates for random fields with tapered data

DOI10.1214/17-EJS1315MaRDI QIDQ2408241zbMATH OpenOpenAlexFDO

Authors Huda Mohammed Alomari, M. Pilar Frías, Antoni Torres, Nikolai N. Leonenko, María D. Ruiz-Medina, L. Sakhno

Publication date 12 October 2017

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ejs/1506931551

zbMATH Keywords

consistency and asymptotic normalityGaussian random fieldIbragimov minimum contrasttapered data

Mathematics Subject Classification ID

Random fields (60G60) Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30)

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Cited in

(10)

• On fixed-domain asymptotics and covariance tapering in Gaussian random field models
• Parameter estimation for Lévy-driven continuous-time linear models with tapered data
• Goodness-of-fit tests for stationary Gaussian processes with tapered data
• Limit theorems for linear random fields with tapered innovations. I: the Gaussian case
• Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications
• Statistical estimation for stationary models with tapered data
• Parametric estimation of long memory multivariate Gaussian random fields
• Statistical inference for stationary linear models with tapered data
• Asymptotic properties of multivariate tapering for estimation and prediction
• STATISTICAL ANALYSIS OF LONG-RANGE DEPENDENT RANDOM PROCESSES AND FIELDS

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