Open Access
2017 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, Antoni Torres
Electron. J. Statist. 11(2): 3332-3367 (2017). DOI: 10.1214/17-EJS1315

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.

Citation

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Huda Mohammed Alomari. M. Pilar Frías. Nikolai N. Leonenko. María D. Ruiz-Medina. Lyudmyla Sakhno. Antoni Torres. "Asymptotic properties of parameter estimates for random fields with tapered data." Electron. J. Statist. 11 (2) 3332 - 3367, 2017. https://doi.org/10.1214/17-EJS1315

Information

Received: 1 December 2016; Published: 2017
First available in Project Euclid: 2 October 2017

zbMATH: 1373.62468
MathSciNet: MR3708540
Digital Object Identifier: 10.1214/17-EJS1315

Subjects:
Primary: 62F12 , 62M30
Secondary: 60G60

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

Vol.11 • No. 2 • 2017
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