Local asymptotic mixed normality of transformed Gaussian models for random fields

DOI10.1016/J.SPA.2006.08.007MaRDI QIDQ869103zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(4)

• Transformation to approximate independence for locally stationary Gaussian processes
• A note on the correlation structure of transformed Gaussian random fields
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• Bayesian prediction and model selection for locally asymptotically mixed normal models

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