On the asymptotic joint distribution of sample space-time covariance estimators

Bo Li; Marc G. Genton; Michael Sherman

doi:10.3150/07-BEJ6196

On the asymptotic joint distribution of sample space-time covariance estimators

Bo Li^*, Marc G. Genton, Michael Sherman

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

17 Scopus citations

Abstract

We study the asymptotic joint distribution of sample space-time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions. We consider several situations depending on whether the observations are regularly or irregularly spaced and whether one part or the whole domain of interest is fixed or increasing. A simulation experiment illustrates the theoretical results.

Original language	English (US)
Pages (from-to)	228-248
Number of pages	21
Journal	Bernoulli
Volume	14
Issue number	1
DOIs	https://doi.org/10.3150/07-BEJ6196
State	Published - Feb 2008
Externally published	Yes

Keywords

Asymptotic normality
Covariance
Increasing domain asymptotics
Mixing
Random field

ASJC Scopus subject areas

Statistics and Probability

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10.3150/07-BEJ6196

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abstract = "We study the asymptotic joint distribution of sample space-time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions. We consider several situations depending on whether the observations are regularly or irregularly spaced and whether one part or the whole domain of interest is fixed or increasing. A simulation experiment illustrates the theoretical results.",

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AB - We study the asymptotic joint distribution of sample space-time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions. We consider several situations depending on whether the observations are regularly or irregularly spaced and whether one part or the whole domain of interest is fixed or increasing. A simulation experiment illustrates the theoretical results.

KW - Asymptotic normality

KW - Covariance

KW - Increasing domain asymptotics

KW - Mixing

KW - Random field

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DO - 10.3150/07-BEJ6196

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On the asymptotic joint distribution of sample space-time covariance estimators

Abstract

Keywords

ASJC Scopus subject areas

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