On a class of minimum contrast estimators for Gegenbauer random fields

Espejo, Rosa M., Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, 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:	27 Oct 2022 10:26
URI:	https://orca.cardiff.ac.uk/id/eprint/70336

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