On a class of minimum contrast estimators for Gegenbauer random fields

• Rosa M. Espejo ^[1] ; Nikolai N. Leonenko ^[3] ; Andriy Olenko ^[2] ; María D. Ruiz-Medina
  1. [1] Universidad de Granada

     Universidad de Granada

     Granada, España

     
  2. [2] La Trobe University

     La Trobe University

     Australia

     
  3. [3] University of Cardiff

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• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 24, Nº. 4, 2015, págs. 657-680
• Idioma: inglés
• DOI: 10.1007/s11749-015-0428-4
• Texto completo no disponible (Saber más ...)
• Resumen

  • 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.