Local asymptotic mixed normality of transformed Gaussian models for random fields

DOI10.1016/J.SPA.2006.08.007zbMATH Open1107.62103OpenAlexW2029711783MaRDI QIDQ869103FDOQ869103

Authors: Tomonari Sei 

Publication date: 26 February 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.08.007

Recommendations

• Publication:3474006
• Publication:5753420
• LAMN property for hidden processes: the case of integrated diffusions
• Local asymptotic normality and mixed normality for Markov statistical models
• scientific article; zbMATH DE number 3874329

zbMATH Keywords

fixed domain asymptoticsrandom fielddiscrete observationBrownian sheetOrnstein-Uhlenbeck sheetlocal asymptotic mixed normalitymultiparameter processtransformed Gaussian model

Mathematics Subject Classification ID

Random fields; image analysis (62M40)

Cites Work

• Asymptotic Statistics
• Interpolation of spatial data. Some theory for kriging
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotics in statistics. Some basic concepts.
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Multiparameter Processes
• On estimating the diffusion coefficient
• On mixing and stability of limit theorems
• Bayesian Prediction of Transformed Gaussian Random Fields
• Maximum likelihood estimation of parameters under a spatial sampling scheme
• Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields.
• Local asymptotic mixed normality property for elliptic diffusion: A Malliavin calculus approach
• Title not available (Why is that?)
• Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets
• Maximum likelihood estimation under a spatial sampling scheme
• Bayesian prediction and model selection for locally asymptotically mixed normal models

Cited In (4)

• Title not available (Why is that?)
• Transformation to approximate independence for locally stationary Gaussian processes
• Bayesian prediction and model selection for locally asymptotically mixed normal models
• A note on the correlation structure of transformed Gaussian random fields

This page was built for publication: Local asymptotic mixed normality of transformed Gaussian models for random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q869103)