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Parameter estimation for finite-parameter stationary random fields

Published online by Cambridge University Press:  14 July 2016

M. Rosenblatt
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Abstract

The concept of strong mixing is used to obtain a generalization of results on the asymptotic distribution of finite-parameter estimates of linear processes and extend them for stationary sequences and random fields.

Keywords

STRONG MIXINGASYMPTOTIC DISTRIBUTIONSMOOTHED PERIODOGRAM
Type
Part 5—Random Fields and Point Processes
Information
Journal of Applied Probability , Volume 23 , Issue A: Essays in Time Series and Allied Processes , 1986 , pp. 311 - 318
Copyright
Copyright © 1986 Applied Probability Trust 

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