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
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