Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields

被引:0
|
作者
Wang, Jing [1 ]
机构
[1] Tiangong Univ, Sch Math Sci, Tianjin, Peoples R China
关键词
anisotropic long memory random fields; GPH estimators; Noise perturbation; Nonlinear log-periodogram regression; Semiparametric estimation; MODEL; PARAMETER;
D O I
10.1080/03610918.2021.2006712
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In recent years, spatial statistics has been widely used in many fields. The applications of two-dimensional random fields to describe data in image processing, environment and earth science, space econometrics and other fields are ubiquitous. Considering the complexity of two-dimensional spatial data, two kinds of semiparametric nonlinear log-periodogram regression (NLPR) estimations are proposed to estimate memory parameters d=(d(1),d(2))' of perturbed two-dimensional anisotropic stationary long memory random fields. The long memory parameters d(1) in the "vertical" and d(2) in the "horizontal" direction respectively, and 0<d(1),d(2)<0.5. The anisotropic stationary long memory random field is disturbed by an independent, additive, and stationary Gaussian short memory noise field. The performance of the NLPR estimators is examined and compared with the performance of the GPH (Geweke and Porter-Hudak) estimators by simulation.
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页码:6034 / 6047
页数:14
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