Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147113 | Journal of Multivariate Analysis | 2009 | 36 Pages |
Abstract
A local Whittle estimator is developed to simultaneously estimate the long memory parameters for stationary anisotropic scalar random fields. It is shown that these estimators are consistent and asymptotically normal, under some weak technical conditions. A brief simulation study illustrates a practical application of the estimator.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Hongwen Guo, Chae Young Lim, Mark M. Meerschaert,