Abstract
Weak consistency of the wavelet periodogram is established for a class of linear Gaussian random fields, considering a Haar type isotropic wavelet basis. A minimum contrast estimation procedure is introduced and the weak consistency of the estimator is derived, following the methodology introduced by Ruiz-Medina and Crujeiras (2011).
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© 2011 Springer-Verlag Berlin Heidelberg
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Crujeiras, R.M., Ruiz-Medina, MD. (2011). Wavelet-Based Minimum Contrast Estimation of Linear Gaussian Random Fields. In: Ferraty, F. (eds) Recent Advances in Functional Data Analysis and Related Topics. Contributions to Statistics. Physica-Verlag HD. https://doi.org/10.1007/978-3-7908-2736-1_10
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DOI: https://doi.org/10.1007/978-3-7908-2736-1_10
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Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-7908-2735-4
Online ISBN: 978-3-7908-2736-1
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