Bernoulli

  • Bernoulli
  • Volume 14, Number 1 (2008), 228-248.

On the asymptotic joint distribution of sample space–time covariance estimators

Bo Li, Marc G. Genton, and Michael Sherman

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Abstract

We study the asymptotic joint distribution of sample space–time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions. We consider several situations depending on whether the observations are regularly or irregularly spaced and whether one part or the whole domain of interest is fixed or increasing. A simulation experiment illustrates the theoretical results.

Article information

Source
Bernoulli, Volume 14, Number 1 (2008), 228-248.

Dates
First available in Project Euclid: 8 February 2008

Permanent link to this document
https://projecteuclid.org/euclid.bj/1202492792

Digital Object Identifier
doi:10.3150/07-BEJ6196

Mathematical Reviews number (MathSciNet)
MR2401661

Zentralblatt MATH identifier
1155.62010

Keywords
asymptotic normality covariance increasing domain asymptotics mixing random field

Citation

Li, Bo; Genton, Marc G.; Sherman, Michael. On the asymptotic joint distribution of sample space–time covariance estimators. Bernoulli 14 (2008), no. 1, 228--248. doi:10.3150/07-BEJ6196. https://projecteuclid.org/euclid.bj/1202492792


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