Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1157044 | Stochastic Processes and their Applications | 2007 | 24 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Tomonari Sei,