Asymptotic properties of parameter estimates for random fields with tapered data.
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Fecha
2017 -
Editorial/Editor
Institute of Mathematical Statistics -
Palabras clave
Markov, Campos aleatorios de; Campos aleatorios - Modelos matemáticos -
Resumen
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.