On a class of minimum contrast estimators for Gegenbauer random fields

被引：0
|
作者：
Rosa M. Espejo
Nikolai N. Leonenko
Andriy Olenko
María D. Ruiz-Medina
机构：
[1] University of Granada,Department of Statistics and Operation Research, Faculty of Sciences
[2] University of Cardiff,Cardiff School of Mathematics
[3] La Trobe University,Department of Mathematics and Statistics
来源：
TEST | 2015年 / 24卷
关键词：
Gegenbauer random field; Long-range dependence; Minimum contrast estimator; Consistency; Asymptotic normality; 62F12; 62M30; 60G60; 60G15;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：657 / 680
页数：23
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