کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1157044 958918 2007 24 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Local asymptotic mixed normality of transformed Gaussian models for random fields
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Local asymptotic mixed normality of transformed Gaussian models for random fields
چکیده انگلیسی

Local asymptotic mixed normality (LAMN) of a class of transformed Gaussian models for discretely observed random fields is proved. The original Gaussian random field is assumed to be the product of a deterministic process and a process with independent increments. The transformed process is observed only on discrete lattice points in the unit cube and fixed domain asymptotics is investigated. This model is useful for modeling random fields with non-Gaussian marginal distributions.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 117, Issue 3, March 2007, Pages 375–398
نویسندگان
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