scientific article; zbMATH DE number 1336708

MaRDI QIDQ4258786zbMATH OpenFDO

Authors T. L. Koval'

Publication date 14 September 1999

zbMATH Keywords

central limit theoremleast squares estimatesrandom fieldsrate of convergenceregression

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40)

Review text

The author considers random fields of the form \[ \xi(t)=\sum_{k=1}^q \varphi_k(t)\theta_k+\varepsilon(t), \] where \(\varphi(t):Z^d\to R,\;k=1,\dots,q,\) are known functions, \(\varepsilon(t):Z^d\to R\) is a random field with zero mean, and \(\theta=(\theta_1,\dots,\theta_q)\) is a known parameter to be estimated from observations of the random field \(\xi(t)\) on a system of bounded increasing sets. The convergence rate in the central limit theorem for the least squares estimates of \(\theta\) for \(m-\)dependent random fields is obtained. For the entire collection see [Zbl 0896.00028].

Recommendations

• scientific article; zbMATH DE number 843996
• On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields
• Asymptotic normality of regression estimates for weakly dependent random fields
• scientific article; zbMATH DE number 1336706
• scientific article; zbMATH DE number 1515769
• Estimates of regression parameters of random fields. I
• Estimates of regression parameters of random fields. I
• Asymptotic properties of ordinary least squares estimators in Gauss regression for random fields

Cited in

(3)

• Invariance principle for the least squares estimates
• On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields
• scientific article; zbMATH DE number 1515769 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4258786)