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Asymptotic properties of parameter estimates for random fields with tapered data

Alomari, Huda Mohammed, Frias, M.Pilar, Leonenko, Nikolai N., Medina, Maria D. Ruiz, Sakhno, Lydmyla and Torres, Antoni 2017. Asymptotic properties of parameter estimates for random fields with tapered data. Electronic Journal of Statistics 11 (2) , pp. 3332-3367. 10.1214/17-EJS1315

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Abstract

In this paper we present novel results on the asymptotic be-havior of the so-called Ibragimov minimum contrast estimates. The case of tapered data for various models of Gaussian random fields is investigated. MSC 2010 subject classifications: Primary 62F12, 62M30; secondary 60G60.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Publisher: Institute of Mathematical Statistics (IMS): OAJ / Institute of Mathematical Statistics
ISSN: 1935-7524
Date of First Compliant Deposit: 31 July 2017
Date of Acceptance: 21 July 2017
Last Modified: 28 Jan 2018 14:42
URI: http://orca.cf.ac.uk/id/eprint/103126

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