• Title of article

    Asymptotic normality of the sample mean and covariances of evanescent fields in noise

  • Author/Authors

    Kliger، نويسنده , , Mark and Francos، نويسنده , , Joseph M.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2007
  • Pages
    23
  • From page
    1853
  • To page
    1875
  • Abstract
    We consider the asymptotic properties of the sample mean and the sample covariance sequence of a field composed of the sum of a purely indeterministic and evanescent components. The asymptotic normality of the sample mean and sample covariances is established. A Bartlett-type formula for the asymptotic covariance matrix of the sample covariances of this field, is derived.
  • Keywords
    Homogeneous random fields , Asymptotic normality , Evanescent random fields
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2007
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1558784