文章基本信息

标题：Asymptotic properties of parameter estimates for random fields with tapered data
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作者：Huda Mohammed Alomari ; M. Pilar Frías ; Nikolai N. Leonenko 等
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2017
卷号：11
期号：2
页码：3332-3367
DOI：10.1214/17-EJS1315
语种：English
出版社：Institute of Mathematical Statistics
摘要：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.
关键词：Gaussian random field;Ibragimov minimum contrast;tapered data;consistency and asymptotic normality.