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  • Search: subject:"fixed-domain asymptotics"
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Year of publication
Subject
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Canadian muskrat and mink data 1 Fixed-domain asymptotics 1 Fractal dimension 1 Fractal index 1 Gaussian random fields 1 Infill asymptotics 1 Microergodic parameter 1 Whittle likelihood 1 fixed-domain asymptotics 1 food chain interaction 1 local linear regression 1 nugget effect 1 patiotemporal model 1 spatial smoothing 1 threshold model 1 time series 1 α-mixing 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Language
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Undetermined 2
Author
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Lim, Chae Young 1 Stenseth, Nils Chr 1 Tong, Howell 1 Wu, Wei-Ying 1 Xiao, Yimin 1 Yao, Qiwei 1 Zhang, Wenyang 1
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Institution
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London School of Economics (LSE) 1
Published in...
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Journal of Multivariate Analysis 1 LSE Research Online Documents on Economics 1
Source
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RePEc 2
Showing 1 - 2 of 2
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Tail estimation of the spectral density for a stationary Gaussian random field
Wu, Wei-Ying; Lim, Chae Young; Xiao, Yimin - In: Journal of Multivariate Analysis 116 (2013) C, pp. 74-91
, which can be viewed as a weighted local Whittle likelihood, study their properties under the fixed-domain asymptotics and …
Persistent link: https://www.econbiz.de/10011041974
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Cover Image
Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction
Zhang, Wenyang; Yao, Qiwei; Tong, Howell; Stenseth, Nils Chr - London School of Economics (LSE) - 2003
For a set of spatially dependent dynamical models, we propose a method for estimating parameters that control temporal dynamics by spatial smoothing. The new approach is particularly relevant for analyzing spatially distributed panels of short time series. The asymptotic results show that...
Persistent link: https://www.econbiz.de/10011126442
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