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  • 标题:Asymptotic properties of parameter estimates for random fields with tapered data
  • 本地全文:下载
  • 作者:Huda Mohammed Alomari ; M. Pilar Frías ; Nikolai N. Leonenko
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2017
  • 卷号:11
  • 期号:2
  • 页码:3332-3367
  • DOI:10.1214/17-EJS1315
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要: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.
  • 关键词:Gaussian random field;Ibragimov minimum contrast;tapered data;consistency and asymptotic normality.
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