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.

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 Edge effects and efficient parameter estimation for stationary random fields

Biometrika ◽  
1987 ◽  
Vol 74 (4) ◽  
pp. 877-882 ◽  
Author(s):  
R. DAHLHAUS ◽  
H. KÜNSCH
Keyword(s):  
Parameter Estimation ◽  
Edge Effects ◽  
Random Fields ◽  
Stationary Random Fields

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

scholarly journals Parameter estimation of two-dimensional moving average random fields

1998 ◽  
Vol 46 (8) ◽  
pp. 2157-2165 ◽  
Author(s):  
J.M. Francos ◽  
B. Friedlander
Keyword(s):  
Parameter Estimation ◽  
Random Fields ◽  
Moving Average ◽  
Two Dimensional

scholarly journals On the prediction error for two-parameter stationary random fields

1992 ◽  
Vol 46 (1) ◽  
pp. 167-175
Author(s):  
R. Cheng
Keyword(s):  
Random Fields ◽  
Prediction Error ◽  
Duality Relation ◽  
Stationary Random Fields ◽  
Error Formulas ◽  
Two Parameter ◽  
General Duality

A number of Szegö-type prediction error formulas are given for two-parameter stationary random fields. These give rise to an array of elementary inequalities and illustrate a general duality relation.

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