Statistical Analysis of Random Fields (Mathematics and its Applications, Band 28) - Softcover

Ivanov, A. V. V.; Leonenko, Nicolai

Softcover

ISBN 10: 940107027X ISBN 13: 9789401070270

Verlag: Springer, 2011

Inhaltsangabe

1. Elements of the Theory of Random Fields.- 1.1 Basic concepts and notation.- 1.2 Homogeneous and isotropic random fields.- 1.3 Spectral properties of higher order moments of random fields.- 1.4 Some properties of the uniform distribution.- 1.5 Variances of integrals of random fields.- 1.6 Weak dependence conditions for random fields.- 1.7 A central limit theorem.- 1.8 Moment inequalities.- 1.9 Invariance principle.- 2. Limit Theorems for Functionals of Gaussian Fields.- 2.1 Variances of integrals of local Gaussian functionals.- 2.2 Reduction conditions for strongly dependent random fields.- 2.3 Central limit theorem for non-linear transformations of Gaussian fields.- 2.4 Approximation for distribution of geometric functional of Gaussian fields.- 2.5 Reduction conditions for weighted functionals.- 2.6 Reduction conditions for functionals depending on a parameter.- 2.7 Reduction conditions for measures of excess over a moving level.- 2.8 Reduction conditions for characteristics of the excess over a radial surface.- 2.9 Multiple stochastic integrals.- 2.10 Conditions for attraction of functionals of homogeneous isotropic Gaussian fields to semi-stable processes.- 3. Estimation of Mathematical Expectation.- 3.1 Asymptotic properties of the least squares estimators for linear regression coefficients.- 3.2 Consistency of the least squares estimate under non-linear parametrization.- 3.3 Asymptotic expansion of least squares estimators.- 3.4 Asymptotic normality and convergence of moments for least squares estimators.- 3.5 Consistency of the least moduli estimators.- 3.6 Asymptotic normality of the least moduli estimators.- 4. Estimation of the Correlation Function.- 4.1 Definition of estimators.- 4.2 Consistency.- 4.3 Asymptotic normality.- 4.4 Asymptotic normality. The caseof a homogeneous isotropic field.- 4.5 Estimation by means of several independent sample functions.- 4.6 Confidence intervals.- References.- Comments.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2011
• Sprache: Englisch
• ISBN 10: 940107027X
• ISBN 13: 9789401070270
• Einband: Taschenbuch
• Anzahl der Seiten: 256
• Kontakt zum Hersteller: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Deutschland