Asymptotic properties of parameter estimates for random fields with tapered data

Alomari, Huda Mohammed, Frias, M.Pilar, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, 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 Nov 2024 05:15
URI:	https://orca.cardiff.ac.uk/id/eprint/103126

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