On the asymptotic joint distribution of sample space--time covariance estimators

Details On the asymptotic joint distribution of sample space--time covariance estimators On the asymptotic joint distribution of sample space--time covariance estimators

2008-03-14

arxiv.org/abs/0803.2171v1

Bernoulli 2008, Vol. 14, No. 1, 228-248

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.3150/07-BEJ6196 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statist

Scientific paper

10.3150/07-BEJ6196

We study the asymptotic joint distribution of sample space--time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions. We consider several situations depending on whether the observations are regularly or irregularly spaced and whether one part or the whole domain of interest is fixed or increasing. A simulation experiment illustrates the theoretical results.

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