On a class of minimum contrast estimators for Gegenbauer random fields
Statistics Theory
2015-01-21 v1 Probability
Statistics Theory
Abstract
The article introduces spatial long-range dependent models based on the fractional difference operators associated with the Gegenbauer polynomials. The results on consistency and asymptotic normality of a class of minimum contrast estimators of long-range dependence parameters of the models are obtained. A methodology to verify assumptions for consistency and asymptotic normality of minimum contrast estimators is developed. Numerical results are presented to confirm the theoretical findings.
Cite
@article{arxiv.1501.04712,
title = {On a class of minimum contrast estimators for Gegenbauer random fields},
author = {R. M. Espejo and N. N. Leonenko and A. Olenko and M. D. Ruiz-Medina},
journal= {arXiv preprint arXiv:1501.04712},
year = {2015}
}
Comments
23 pages, 8 figures