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On a class of minimum contrast estimators for Gegenbauer random fields

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Listed:
  • Rosa Espejo
  • Nikolai Leonenko
  • Andriy Olenko
  • María Ruiz-Medina

Abstract

The article introduces spatial long-range dependent models based on the fractional difference operators associated with the Gegenbauer polynomials. The results on consistency and asymptotic normality of a class of minimum contrast estimators of long-range dependence parameters of the models are obtained. A methodology to verify assumptions for consistency and asymptotic normality of minimum contrast estimators is developed. Numerical results are presented to confirm the theoretical findings. Copyright Sociedad de Estadística e Investigación Operativa 2015

Suggested Citation

  • Rosa Espejo & Nikolai Leonenko & Andriy Olenko & María Ruiz-Medina, 2015. "On a class of minimum contrast estimators for Gegenbauer random fields," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 24(4), pages 657-680, December.
    • Handle: RePEc:spr:testjl:v:24:y:2015:i:4:p:657-680
    DOI: 10.1007/s11749-015-0428-4
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    Cited by:

    1. Surgailis, Donatas, 2020. "Scaling transition and edge effects for negatively dependent linear random fields on Z2," Stochastic Processes and their Applications, Elsevier, vol. 130(12), pages 7518-7546.

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