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Activity Number: 203
Type: Topic Contributed
Date/Time: Monday, August 3, 2009 : 2:00 PM to 3:50 PM
Sponsor: Section on Statistics and the Environment
Abstract - #303732
Title: Local Whittle Estimator for Anisotropic Random Fields
Author(s): Chae Young Lim*+ and Hongwen Guo and Mark M. Meerschaert
Companies: Michigan State University and Educational Testing Service and Michigan State University
Address: , , ,
Keywords: Spatial long memory ; local Whittle method
Abstract:

A local Whittle estimator is developed to simultaneously estimate the long memory parameters for stationary anisotropic scalar random fields. It is shown that these estimators are consistent and asymptotically normal, under some weak technical conditions. A brief simulation study illustrates the practical application of the estimator.

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