Asymptotic properties of parameter estimates for random fields with tapered data.

Thumbnail Image

Files

EJS-2017.pdf (1.01 MB)

Identifiers

URI: https://hdl.handle.net/10630/32370
DOI: 10.1214/17-EJS1315

Publication date

2017

Reading date

Authors

Collaborators

Advisors

Tutors

Editors

Journal Title

Journal ISSN

Volume Title

Publisher

Institute of Mathematical Statistics

Metrics

Google Scholar

Share

Export

Research Projects

Organizational Units

Journal Issue

Center

Department/Institute

Análisis Matemático, Estadística e Investigación Operativa y Matemática Aplicada

Keywords

Markov, Campos aleatorios de
Campos aleatorios - Modelos matemáticos

Abstract

In this paper we present novel results on the asymptotic behavior of the so-called Ibragimov minimum contrast estimates. The case of tapered data for various models of Gaussian random fields is investigated. The CLT for quadratic forms with tapered data is presented.

Description

Política de acceso abierto: https://projecteuclid.org/journals/electronic-journal-of-statistics/scope-and-details

Bibliographic citation

Alomari, H. Mohammed., Frías, M. P., Leonenko, N. N., Ruiz-Medina, M. D., Sakhno, L., Torres, A. (2017). Asymptotic properties of parameter estimates for random fields with tapered data. Electronic Journal of Statistics, 11(2): 3332-3367. doi:10.1214/17-EJS1315. https://doi.org/10.1214/17-EJS1315

Collections

Artículos

Endorsement

Review

Supplemented By

Referenced by

Creative Commons license

Attribution 4.0 Internacional
Except where otherwised noted, this item's license is described as Attribution 4.0 Internacional