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
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
Journal title :
Journal of Multivariate Analysis