Infill asymptotics inside increasing domains for the least squares estimator in linear models
From MaRDI portal
Publication:5937002
DOI10.1023/A:1009914117739zbMath0982.62078MaRDI QIDQ5937002
Alexander G. Kukush, István Fazekas
Publication date: 7 April 2002
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1009914117739
consistency; alpha-mixing; asymptotic normality; linear model; errors-in-variables; infill asymptotics; least squares estimator; spatial observations
62M30: Inference from spatial processes
62J05: Linear regression; mixed models
60J05: Discrete-time Markov processes on general state spaces
Related Items
Asymptotic normality of kernel type density estimators for random fields, Limit theorems for the empirical distribution function in the spatial case.