Article ID Journal Published Year Pages File Type
1147113 Journal of Multivariate Analysis 2009 36 Pages PDF
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
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