On the asymptotic joint distribution of sample space-time covariance estimators

被引：16

作者：

Li, Bo ^{[1
]}

Genton, Marc G. ^{[2
]}

Sherman, Michael ^{[3
,4
]}

机构：

[1] NCAR, Boulder, CO 80305 USA

[2] Univ Geneva, Dept Econ, CH-1211 Geneva, Switzerland

[3] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA

[4] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA

来源：

BERNOULLI | 2008年 / 14卷 / 01期

基金：

美国国家科学基金会;

关键词：

asymptotic normality; covariance; increasing domain asymptotics; mixing; random field;

D O I：

10.3150/07-BEJ6196

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：

We study the asymptotic joint distribution of sample space-time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions. We consider several situations depending on whether the observations are regularly or irregularly spaced and whether one part or the whole domain of interest is fixed or increasing. A simulation experiment illustrates the theoretical results.

引用

页码：228 / 248

页数：21

共 25 条

[1]

[Anonymous], 1995, RANDOM FIELDS NETWOR

[2]

[Anonymous], 1989, Applied Statistics, DOI DOI 10.2307/2347679

[3]

[Anonymous], INTRO STAT TIMES SER

[4] ON THE CENTRAL LIMIT-THEOREM FOR STATIONARY MIXING RANDOM-FIELDS [J].