• Title of article

    Local asymptotic mixed normality of transformed Gaussian models for random fields

  • Author/Authors

    Sei، نويسنده , , Tomonari، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    24
  • From page
    375
  • To page
    398
  • Abstract
    Local asymptotic mixed normality (LAMN) of a class of transformed Gaussian models for discretely observed random fields is proved. The original Gaussian random field is assumed to be the product of a deterministic process and a process with independent increments. The transformed process is observed only on discrete lattice points in the unit cube and fixed domain asymptotics is investigated. This model is useful for modeling random fields with non-Gaussian marginal distributions.
  • Keywords
    Random field , Transformed Gaussian model , Discrete observation , Fixed domain asymptotics , Multiparameter process , Local asymptotic mixed normality , Brownian sheet , Ornstein–Uhlenbeck sheet
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2007
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577867