Publication:3580419
From MaRDI portal
zbMath1192.60054MaRDI QIDQ3580419
Publication date: 12 August 2010
random field; central limit theorem; strong mixing; long range dependence; infill sampling; stochastic design; spatial design; increasing-domain asymptotics
Related Items
The Dependent Random Weighting, A Smooth Block Bootstrap for Statistical Functionals and Time Series, Central limit theorems for long range dependent spatial linear processes, Asymptotic Analysis of Maximum Likelihood Estimation of Covariance Parameters for Gaussian Processes: An Introduction with Proofs, Mixed Domain Asymptotics for Geostatistical Processes, Resampling methods for spatial regression models under a class of stochastic designs, Goodness of fit tests for a class of Markov random field models, An empirical likelihood method for spatial regression, On nonparametric variogram estimation, Practically applicable central limit theorem for spatial statistics, Convolved subsampling estimation with applications to block bootstrap, Statistical inference for spatial statistics defined in the Fourier domain, Asymptotic distributions of M-estimators in a spatial regression model under some fixed and stochastic spatial sampling designs, Semiparametric method and theory for continuously indexed spatio-temporal processes, Spatio-temporal expanding distance asymptotic framework for locally stationary processes, Rate-optimal cluster-randomized designs for spatial interference, Spatial econometrics for misaligned data, Nonparametric regression for locally stationary random fields under stochastic sampling design, A general frequency domain method for assessing spatial covariance structures, Uncertainty quantification in robust inference for irregularly spaced spatial data using block bootstrap, Asymptotic properties of rank estimators in a simple spatial linear regression model under spatial sampling designs, A frequency domain empirical likelihood method for irregularly spaced spatial data, On the asymptotics of maximum likelihood estimation for spatial linear models on a lattice, On the non-standard distribution of empirical likelihood estimators with spatial data, Local Whittle likelihood estimators and tests for spatial lattice data, Consistency of the mean and the principal components of spatially distributed functional data, Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes, Penalized Whittle likelihood for spatial data, Factor Modelling for High-Dimensional Time Series: Inference and Model Selection, A Spectral Domain Test for Stationarity of Spatio‐Temporal Data, Central limit theorems for nonparametric estimators with real-time random variables, Variable selection in spatial regression via penalized least squares