Gaussian semiparametric estimation for random fields with singular spectrum

• Autorzy: Marinucci D.
• Języki publikacji: EN

Abstrakty

EN

We analyze the asymptotic behaviour of the tapered discrete Fourier transforms for random fields with singular spectrum. The results are used to establish consistency and asymptotic normality for semiparametric estimates of the singularity parameter under broad conditions.

Słowa kluczowe

EN

discrete Fourier transforms; random fields; singular spectrum; Whittle semiparametric estimates

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2003
• Tom: Vol. 23, Fasc. 1
• Strony: 105--138
• Opis fizyczny: Bibliogr. 24 poz.

Twórcy

autor

Marinucci D.

• Dipartimento di Matematica, Università di Roma '"Tor Vergata", via della Ricerca Scientifica 1, 00133 Roma, Italy

Bibliografia

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