On a class of minimum contrast estimators for Gegenbauer random fields

DOI10.1007/s11749-015-0428-4zbMath1329.62109arXiv1501.04712OpenAlexW2075499648MaRDI QIDQ905098

Andrew Ya. Olenko, Rosa M. Espejo, María D. Ruiz-Medina, Nikolai N. Leonenko

Publication date: 14 January 2016

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.04712

zbMATH Keywords

consistencyasymptotic normalitylong-range dependenceminimum contrast estimatorGegenbauer random field

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Inference from spatial processes (62M30) Gaussian processes (60G15)

Related Items (5)

Asymptotic normality of simultaneous estimators of cyclic long-memory processes ⋮ Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model ⋮ Scaling transition and edge effects for negatively dependent linear random fields on \(\mathbb{Z}^2\) ⋮ STATISTICAL ANALYSIS OF LONG-RANGE DEPENDENT RANDOM PROCESSES AND FIELDS ⋮ Estimation methods for stationary Gegenbauer processes

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