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

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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

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

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

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Zentralblatt MATH identifier

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

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

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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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