scholarly journals Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes

2020 ◽  
Vol 209 ◽  
pp. 62-75 ◽  
Author(s):  
F. Bachoc ◽  
A. Lagnoux
Keyword(s):  
Gaussian Processes ◽  
Asymptotic Properties ◽  
Composite Likelihood ◽  
Fixed Domain ◽  
Maximum Composite Likelihood

Asymptotic properties of certain functionals of the periodogram

1974 ◽  
Vol 11 (3) ◽  
pp. 578-581
Author(s):  
Herbert T. Davis
Keyword(s):  
Time Series ◽  
Asymptotic Distribution ◽  
Gaussian Processes ◽  
Asymptotic Properties ◽  
Innovation Process ◽  
Triangular Array ◽  
Stationary Time Series ◽  
Riemann Sums ◽  
Stationary Time ◽  
Fundamental Frequencies

The asymptotic properties of the periodogram of a weakly stationary time series for the triangular array of fundamental frequencies is studied. For linear Gaussian processes, results are obtained relating the asymptotic distribution of certain Riemann sums of the periodogram of the process to those of the periodogram of the innovation process.

scholarly journals Model Selection in a Composite Likelihood Framework Based on Density Power Divergence

Entropy ◽  
2020 ◽  
Vol 22 (3) ◽  
pp. 270
Author(s):  
Elena Castilla ◽  
Nirian Martín ◽  
Leandro Pardo ◽  
Konstantinos Zografos
Keyword(s):  
Model Selection ◽  
Simulation Study ◽  
Asymptotic Properties ◽  
Selection Criterion ◽  
Composite Likelihood ◽  
Tuning Parameter ◽  
Density Power Divergence ◽  
Numerical Examples ◽  
Model Selection Criterion ◽  
Power Divergence

This paper presents a model selection criterion in a composite likelihood framework based on density power divergence measures and in the composite minimum density power divergence estimators, which depends on an tuning parameter α . After introducing such a criterion, some asymptotic properties are established. We present a simulation study and two numerical examples in order to point out the robustness properties of the introduced model selection criterion.

Asymptotic properties of certain functionals of the periodogram

1974 ◽  
Vol 11 (03) ◽  
pp. 578-581
Author(s):  
Herbert T. Davis
Keyword(s):  
Time Series ◽  
Asymptotic Distribution ◽  
Gaussian Processes ◽  
Asymptotic Properties ◽  
Innovation Process ◽  
Triangular Array ◽  
Stationary Time Series ◽  
Riemann Sums ◽  
Stationary Time ◽  
Fundamental Frequencies

The asymptotic properties of the periodogram of a weakly stationary time series for the triangular array of fundamental frequencies is studied. For linear Gaussian processes, results are obtained relating the asymptotic distribution of certain Riemann sums of the periodogram of the process to those of the periodogram of the innovation process.

scholarly journals Asymptotic Properties of Gaussian Processes

1972 ◽  
Vol 43 (2) ◽  
pp. 580-596 ◽  
Author(s):  
Clifford Qualls ◽  
Hisao Watanabe
Keyword(s):  
Gaussian Processes ◽  
Asymptotic Properties
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