Title of article :
Local asymptotic mixed normality of transformed Gaussian models for random fields
Author/Authors :
Sei، نويسنده , , Tomonari، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Abstract :
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.
Keywords :
Random field , Transformed Gaussian model , Discrete observation , Fixed domain asymptotics , Multiparameter process , Local asymptotic mixed normality , Brownian sheet , Ornstein–Uhlenbeck sheet
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications