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pro vyhledávání: '"L. M. Sakhno"'
Publikováno v:
Journal of Applied Probability. 41:35-53
This paper provides a quasi-likelihood or minimum-contrast-type method for the parameter estimation of random fields in the frequency domain based on higher-order information. The estimation technique uses the spectral density of the general kth orde
Autor:
L. M. Sakhno
Publikováno v:
Ukrainian Mathematical Journal. 42:1254-1256
We consider local times with respect to balls v(r) ⊂Rn of homogeneous isotropic random fields of x-square type with strong dependence. We study the limit of the local times as r → ∞.
Publikováno v:
Acta Applicandae Mathematicae; Oct2003, Vol. 79 Issue 1, p115-128, 14p