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arXiv · 1501.04712

On a class of minimum contrast estimators for Gegenbauer random fields

R. M. Espejo·N. N. Leonenko·A. Olenko·M. D. Ruiz-Medina
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Abstract

The article introduces spatial long-range dependent models based on the fractional difference operators associated with the Gegenbauer polynomials. The results on consistency and asymptotic normality of a class of minimum contrast estimators of long-range dependence parameters of the models are obtained. A methodology to verify assumptions for consistency and asymptotic normality of minimum contrast estimators is developed. Numerical results are presented to confirm the theoretical findings.

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R. M. Espejo, N. N. Leonenko, A. Olenko, M. D. Ruiz-Medina. 2015-01-20. On a class of minimum contrast estimators for Gegenbauer random fields. https://arxiv.org/abs/1501.04712

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