Asymptotic normality of the sample mean and covariances of evanescent fields in noise
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.
Volume (Year): 98 (2007)
Issue (Month): 10 (November)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Kallianpur, G. & Miamee, A. G. & Niemi, H., 1990. "On the prediction theory of two-parameter stationary random fields," Journal of Multivariate Analysis, Elsevier, vol. 32(1), pages 120-149, January.
- Chiang, Tse-Pei, 1991. "The prediction theory of stationary random fields. III. Fourfold Wold decompositions," Journal of Multivariate Analysis, Elsevier, vol. 37(1), pages 46-65, April.
- Li, Ta-Hsin, 1996. "Bartlett-type formulas for complex multivariate time series of mixed spectra," Statistics & Probability Letters, Elsevier, vol. 28(3), pages 259-268, July.
- Li, Ta-Hsin & Kedem, Benjamin & Yakowitz, Sid, 1994. "Asymptotic normality of sample autocovariances with an application in frequency estimation," Stochastic Processes and their Applications, Elsevier, vol. 52(2), pages 329-349, August.
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:98:y:2007:i:10:p:1853-1875. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.