Minimal contrast estimators of a parameter of the spectral density of continuous time random fields. (English. Russian original) Zbl 0959.62083

Leonenko, N. N.; Moldavs’ka, E. M.

Theory Probab. Math. Stat. 58, 101-112 (1999); translation from Teor. Jmovirn. Mat. Stat. 58, 92-103 (1998).

Summary: Conditions are proposed for the consistency and asymptotic normality of minimal contrast estimators for random fields with continuous time parameter.

MSC:

62M40	Random fields; image analysis
62F12	Asymptotic properties of parametric estimators
62M10	Time series, auto-correlation, regression, etc. in statistics (GARCH)

Keywords:

consistency; asymptotic normality