On a class of minimum contrast estimators for Gegenbauer random fields

被引：9

作者：

Espejo, Rosa M. ^{[1
]}

Leonenko, Nikolai N. ^{[2
]}

Olenko, Andriy ^{[3
]}

Ruiz-Medina, Maria D. ^{[1
]}

机构：

[1] Univ Granada, Fac Sci, Dept Stat & Operat Res, Granada, Spain

[2] Cardiff Univ, Cardiff Sch Math, Cardiff CF10 3AX, S Glam, Wales

[3] La Trobe Univ, Dept Math & Stat, Melbourne, Vic, Australia

来源：

TEST | 2015年 / 24卷 / 04期

关键词：

Gegenbauer random field; Long-range dependence; Minimum contrast estimator; Consistency; Asymptotic normality; PARAMETER-ESTIMATION; SPECTRAL DENSITY; LIMIT-THEOREMS; MODELS; INFERENCE;

D O I：

10.1007/s11749-015-0428-4

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：

The article introduces spatial long-range dependent models based on the fractional difference operators associated with the Gegenbauer polynomials. The results on consistency and asymptotic normality of a class of minimum contrast estimators of long-range dependence parameters of the models are obtained. A methodology to verify assumptions for consistency and asymptotic normality of minimum contrast estimators is developed. Numerical results are presented to confirm the theoretical findings.

引用

页码：657 / 680

页数：24

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Nikolai N. Leonenko
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