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

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dc.creatorLi, Bo
dc.creatorGenton, Marc G.
dc.creatorSherman, Michael
dc.date2008-03-14
dc.date.accessioned2026-07-07T12:17:42Z
dc.date.available2026-07-07T12:17:42Z
dc.descriptionWe 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.
dc.descriptionPublished 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)
dc.identifierhttps://arxiv.org/abs/0803.2171
dc.identifierhttp://arxiv.org/abs/0803.2171
dc.identifierBernoulli 2008, Vol. 14, No. 1, 228-248
dc.identifierdoi:10.3150/07-BEJ6196
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212161
dc.subjectStatistics Theory
dc.titleOn the asymptotic joint distribution of sample space--time covariance estimators
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