We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate maximum likelihood estimator and we investigate its asympotic weak consistency and Gaussianity, in both parametric and semiparametric cases. © 2014 ISI/BS.
Gaussian semiparametric estimates on the unit sphere / Durastanti, Claudio; Lan, Xiaohong; Marinucci, Domenico. - In: BERNOULLI. - ISSN 1350-7265. - 20:1(2014), pp. 28-77. [10.3150/12-BEJ475]
Gaussian semiparametric estimates on the unit sphere
Durastanti, Claudio;
2014
Abstract
We study the weak convergence (in the high-frequency limit) of the parameter estimators of power spectrum coefficients associated with Gaussian, spherical and isotropic random fields. In particular, we introduce a Whittle-type approximate maximum likelihood estimator and we investigate its asympotic weak consistency and Gaussianity, in both parametric and semiparametric cases. © 2014 ISI/BS.File allegati a questo prodotto
| File | Dimensione | Formato | |
|---|---|---|---|
|
gaussianbernoulli.pdf
accesso aperto
Tipologia:
Documento in Post-print (versione successiva alla peer review e accettata per la pubblicazione)
Licenza:
Tutti i diritti riservati (All rights reserved)
Dimensione
510.04 kB
Formato
Adobe PDF
|
510.04 kB | Adobe PDF |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
