Article ID Journal Published Year Pages File Type
1146214 Journal of Multivariate Analysis 2013 18 Pages PDF
Abstract

Consider a stationary Gaussian random field on RdRd with spectral density f(λ) that satisfies f(λ)∼c|λ|−θ as |λ|→∞. The parameters cc and θθ control the tail behavior of the spectral density. cc is related to a microergodic parameter and θθ is related to a fractal index. For data observed on a grid, we propose estimators of cc and θθ by minimizing an objective function, which can be viewed as a weighted local Whittle likelihood, study their properties under the fixed-domain asymptotics and provide simulation results.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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