Open AccessParametric Estimation of Long Memory Multivariate Gaussian random fields
Author(s) -
Aubin Yao N'dri,
Adama Kamagaté,
Ouagnina Hili
Publication year - 2021
Publication title -
afrika statistika
Language(s) - English
Resource type - Journals
ISSN - 2316-090X
DOI - 10.16929/as/2021.2749.182
Subject(s) - estimator , multivariate statistics , mathematics , parametric statistics , gaussian , gaussian random field , random field , hellinger distance , multivariate normal distribution , random variable , gaussian process , statistics , physics , quantum mechanics
The aim of this paper is to make a theoretically study of the minimum Hellinger distance estimator of multivariate, gaussian, stationary, isotropic long-memory random fields The variables are observed on a finite set of points in space. We establish under certain assumptions, the almost sure convergence and the asymptotic distribution of this estimator.