Publication | Open Access
Asymptotic properties of parameter estimates for random fields with tapered data
12
Citations
27
References
2017
Year
Asymptotic BehaviorParameter EstimationParameter EstimatesEngineeringGaussian ProcessAsymptotic PropertiesSampling TheoryStatistical InferenceProbability TheoryTapered DataRandom FieldsGaussian Random FieldsEstimation TheoryMathematical StatisticApproximation TheoryStatisticsSemi-nonparametric Estimation
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.
| Year | Citations | |
|---|---|---|
Page 1
Page 1