On the Estimation of Integrated Covariance Functions of Stationary Random Fields
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Publication:3077781
DOI10.1111/j.1467-9469.2009.00663.xzbMath1224.62095OpenAlexW2080139822MaRDI QIDQ3077781
Volker Schmidt, Eugeny Spodarev, Ursa Pantle
Publication date: 22 February 2011
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2009.00663.x
consistencyasymptotic normalityBoolean modelnonparametric estimationasymptotic unbiasednessintrinsic volumes
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Related Items (4)
Limit Theorems for Excursion Sets of Stationary Random Fields ⋮ Central limit theorems for the excursion set volumes of weakly dependent random fields ⋮ Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields ⋮ Simultaneous confidence band for stationary covariance function of dense functional data
Cites Work
- Large deviations of the empirical volume fraction for stationary Poisson grain models
- Stochastic and Integral Geometry
- A class of invariant consistent tests for multivariate normality
- On existence and mixing properties of germ-grain models
- Random Fields and Geometry
- Central limit theorems for functionals of stationary germ-grain models
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