Local asymptotic mixed normality of transformed Gaussian models for random fields

Tomonari Sei

研究成果: Article

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Local asymptotic mixed normality (LAMN) of a class of transformed Gaussian models for discretely observed random fields is proved. The original Gaussian random field is assumed to be the product of a deterministic process and a process with independent increments. The transformed process is observed only on discrete lattice points in the unit cube and fixed domain asymptotics is investigated. This model is useful for modeling random fields with non-Gaussian marginal distributions.

元の言語English
ページ(範囲)375-398
ページ数24
ジャーナルStochastic Processes and their Applications
117
発行部数3
DOI
出版物ステータスPublished - 2007 3 1

ASJC Scopus subject areas

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics

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