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

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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.
Published in at http://dx.doi.org/10.3150/07-BEJ6196 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

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Statistics Theory

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http://salesiana.dossiersoluciones.com/handle/123456789/212161

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0803.2171
 http://arxiv.org/abs/0803.2171
 Bernoulli 2008, Vol. 14, No. 1, 228-248
 doi:10.3150/07-BEJ6196

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