Electronic Journal of Statistics

Asymptotic properties of parameter estimates for random fields with tapered data

Huda Mohammed Alomari, M. Pilar Frías, Nikolai N. Leonenko, María D. Ruiz-Medina, Lyudmyla Sakhno, and Antoni Torres

Full-text: Open access

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.

Article information

Source
Electron. J. Statist. Volume 11, Number 2 (2017), 3332-3367.

Dates
Received: December 2016
First available in Project Euclid: 2 October 2017

Permanent link to this document
https://projecteuclid.org/euclid.ejs/1506931551

Digital Object Identifier
doi:10.1214/17-EJS1315

Zentralblatt MATH identifier
1373.62468

Subjects
Primary: 62F12: Asymptotic properties of estimators 62M30: Spatial processes
Secondary: 60G60: Random fields

Keywords
Gaussian random field Ibragimov minimum contrast tapered data consistency and asymptotic normality

Rights
Creative Commons Attribution 4.0 International License.

Citation

Alomari, Huda Mohammed; Frías, M. Pilar; Leonenko, Nikolai N.; Ruiz-Medina, María D.; Sakhno, Lyudmyla; Torres, Antoni. Asymptotic properties of parameter estimates for random fields with tapered data. Electron. J. Statist. 11 (2017), no. 2, 3332--3367. doi:10.1214/17-EJS1315. https://projecteuclid.org/euclid.ejs/1506931551


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