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On a class of minimum contrast estimators for Gegenbauer random fields by Espejo, R. M.; Leonenko, N. N.; Olenko, A.; Ruiz-Medina, M. D. is a scholarly article available to read on EtoBox.

What is On a class of minimum contrast estimators for Gegenbauer random fields about?

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.

Author

Espejo, R. M.; Leonenko, N. N.; Olenko, A.; Ruiz-Medina, M. D.

Published

2015

Language

EN