• Title of article

    Local Whittle estimator for anisotropic random fields

  • Author/Authors

    Guo، نويسنده , , Hongwen and Lim، نويسنده , , Chae Young and Meerschaert، نويسنده , , Mark M.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2009
  • Pages
    36
  • From page
    993
  • To page
    1028
  • Abstract
    A local Whittle estimator is developed to simultaneously estimate the long memory parameters for stationary anisotropic scalar random fields. It is shown that these estimators are consistent and asymptotically normal, under some weak technical conditions. A brief simulation study illustrates a practical application of the estimator.
  • Keywords
    Local Whittle method , secondary62M10 , Spatial long memory , primary62G07
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2009
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1565043

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1565043