Parameter estimation for finite-parameter stationary random fields

1986 ◽  
Vol 23 (A) ◽  
pp. 311-318
Author(s):  
M. Rosenblatt
Keyword(s):  
Parameter Estimation ◽  
Asymptotic Distribution ◽  
Random Fields ◽  
Strong Mixing ◽  
Parameter Estimates ◽  
Stationary Sequences ◽  
Linear Processes ◽  
Stationary Random Fields

The concept of strong mixing is used to obtain a generalization of results on the asymptotic distribution of finite-parameter estimates of linear processes and extend them for stationary sequences and random fields.

Parameter estimation for finite-parameter stationary random fields

1986 ◽  
Vol 23 (A) ◽  
pp. 311-318
Author(s):  
M. Rosenblatt
Keyword(s):  
Parameter Estimation ◽  
Asymptotic Distribution ◽  
Random Fields ◽  
Strong Mixing ◽  
Parameter Estimates ◽  
Stationary Sequences ◽  
Linear Processes ◽  
Stationary Random Fields

The concept of strong mixing is used to obtain a generalization of results on the asymptotic distribution of finite-parameter estimates of linear processes and extend them for stationary sequences and random fields.

scholarly journals On the Estimation of Spectral Functionals of the Fourth Order for Stationary Random Fields

2020 ◽  
Vol 49 (4) ◽  
pp. 106-116
Author(s):  
Lyudmyla Sakhno
Keyword(s):  
Parameter Estimation ◽  
Fourth Order ◽  
Random Fields ◽  
Spectral Domain ◽  
Integral Functionals ◽  
Spectral Densities ◽  
Stationary Random Fields

This paper is concerned with the estimation of integral functionals of the fourth order spectral densities for stationary random fields based on tapered data. The considered functionals are related, in particular, to the problem of parameter estimation in the spectral domain. The main focus is on the bias of the proposed estimators, conditions for their consistency are also discussed.

Extremes of stationary random fields on a lattice

Extremes ◽  
2019 ◽  
Vol 22 (3) ◽  
pp. 391-411 ◽  
Author(s):  
Chengxiu Ling
Keyword(s):  
Random Fields ◽  
Stationary Random Fields
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