Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence

DOI10.1239/JAP/1082552189MaRDI QIDQ4822450zbMATH OpenOpenAlexFDO

Authors Vo V. Anh, L. Sakhno, Nikolai N. Leonenko

Publication date 25 October 2004

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1082552189

zbMATH Keywords

long-range dependencequasi-likelihood estimationminimum contrast estimatorhigher-order spectral densities

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Parameter estimation of random fields with long-range dependence
• Minimum contrast method for parameter estimation in the spectral domain
• Higher order spectral estimation for random fields
• Statistical inference using higher-order information
• Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence

Cites work

• scientific article; zbMATH DE number 3963031 (Why is no real title available?)
• scientific article; zbMATH DE number 1022519 (Why is no real title available?)
• scientific article; zbMATH DE number 194998 (Why is no real title available?)
• scientific article; zbMATH DE number 3444678 (Why is no real title available?)
• scientific article; zbMATH DE number 783366 (Why is no real title available?)
• scientific article; zbMATH DE number 3253529 (Why is no real title available?)
• scientific article; zbMATH DE number 3253530 (Why is no real title available?)
• scientific article; zbMATH DE number 3276233 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate
• A risky asset model with strong dependence through fractal activity time
• An Introduction to Polyspectra
• Dynamic models of long-memory processes driven by Lévy noise
• Edge effects and efficient parameter estimation for stationary random fields
• Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
• Minimal contrast estimators of a parameter of the spectral density of continuous time random fields
• Minimum contrast estimation of random processes based on information of second and third orders
• On Estimation of the Spectral Function of a Stationary Gaussian Process
• On a class of minimum contrast estimators for fractional stochastic processes and fields
• Parameter estimation for a stationary process on a d-dimensional lattice
• Parameter estimation of stochastic process with long-range dependence and intermittency
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• SPECTRAL ANALYSIS WITH TAPERED DATA
• Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
• Statistical estimation of multidimensional parameter of spectral density. II
• Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency.
• Statistical estimation of the multivariate parameter of spectral density. I
• Statistical inference using higher-order information
• The asymptotic theory of linear time-series models
• Vector linear time series models
• Whittle estimator for finite-variance non-Gaussian time series with long memory
• Wireless Sensor Networks

Cited in

(12)

• Minimum contrast method for parameter estimation in the spectral domain
• Statistical inference using higher-order information
• Diffusion on multifractals
• Parameter estimation for Lévy-driven continuous-time linear models with tapered data
• On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields
• Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes
• Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations
• Spectral properties of Burgers and KPZ turbulence
• On multivariate nonlinear regression models with stationary correlated errors
• Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions
• On the Whittle estimators for some classes of continuous-parameter random processes and fields
• Parameter estimation of random fields with long-range dependence

This page was built for publication: Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4822450)