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On a class of minimum contrast estimators for Gegenbauer random fields

Espejo, Rosa M., Leonenko, Nikolai N., Olenko, Andriy and Ruiz-Medina, María D. 2015. On a class of minimum contrast estimators for Gegenbauer random fields. TEST 24 (4) , pp. 657-680. 10.1007/s11749-015-0428-4

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Abstract

The article introduces spatial long-range dependent models based on the fractional difference operators associated with the Gegenbauer polynomials. The results on consistency and asymptotic normality of a class of minimum contrast estimators of long-range dependence parameters of the models are obtained. A methodology to verify assumptions for consistency and asymptotic normality of minimum contrast estimators is developed. Numerical results are presented to confirm the theoretical findings.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Additional Information: First online: 03 February 2015
Publisher: Springer Verlag
ISSN: 1133-0686
Last Modified: 14 Mar 2019 11:05
URI: http://orca.cf.ac.uk/id/eprint/70336

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