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Consistency of LSE for the many-dimensional symmetric textured surface parameters
Volume 10, Issue 3 (2023), pp. 267–285
Oleksandr Dykyi ORCID icon link to view author Oleksandr Dykyi details   Alexander Ivanov ORCID icon link to view author Alexander Ivanov details  

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https://doi.org/10.15559/23-VMSTA225
Pub. online: 16 March 2023      Type: Research Article      Open accessOpen Access

Received
8 December 2022
Revised
27 February 2023
Accepted
2 March 2023
Published
16 March 2023

Abstract

A multivariate trigonometric regression model is considered. In the paper strong consistency of the least squares estimator for amplitudes and angular frequencies is obtained for such a multivariate model on the assumption that the random noise is a homogeneous or homogeneous and isotropic Gaussian, specifically, strongly dependent random field on ${\mathbb{R}^{M}},M\ge 3$.

References

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Brillinger, D.R.: Regression for randomly sampled spatial series: the trigonometric case. J. Appl. Probab. 23A, 275–289, (1986). MR0803178. https://doi.org/10.1017/s0021900200117139
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Ivanov, A.V.: Consistency of the least squares estimator of the amplitudes and angular frequencies of a sum of harmonic oscillations in models with long-range dependence. Theory Probab. Math. Stat. 80, 61–69, (2010). MR2541952. https://doi.org/10.1090/S0094-9000-2010-00794-0
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Ivanov, A.V., Leonenko, N.N.: Statistical Analysis of Random Fields. Mathematics and its Applications (Soviet Series). Kluwer Academic Publishers Group, Dordrecht (1989). With a preface by A. V. Skorohod Translated from the Russian by A. I. Kochubinskii. MR1009786. https://doi.org/10.1007/978-94-009-1183-3
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Ivanov, A.V., Lymar, O.V.: The asymptotic normality for the least squares estimator of parameters in a two dimensional sinusoidal model of observations. Theory Probab. Math. Stat. 100, 107–131 (2020). MR3992995. https://doi.org/10.1090/tpms/1100
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Ivanov, A.V., Malyar, O.V.: Consistency of the least squares estimators of parameters in the texture surface sinusoidal model. Theory Probab. Math. Stat. 97, 73–84, (2018). MR3746000. https://doi.org/10.1090/tpms/1049
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Ivanov, A.V., Savych, I.M.: On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters. Theory Probab. Math. Stat. 105, 151–169 (2021). MR4421369. https://doi.org/10.1090/tpms/1161
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Ivanov, A.V., Leonenko, N.N., Ruiz-Medina, M.D., Zhurakovsky, B.M.: Estimation of harmonic component in regression with cyclically dependent errors. Statistics 49, 156–186, (2015). MR3304373. https://doi.org/10.1080/02331888.2013.864656
[8] 
Walker, A.M.: On the estimation of a harmonic component in a time series with stationary dependent residuals. Adv. Appl. Probab. 5, 217–241, (1973). MR0336943. https://doi.org/10.2307/1426034
[9] 
Yadrenko, M.I.: Spectral Theory of Random Fields. Translations Series in Mathematics and Engineering. Springer, (1983). MR0697386

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Keywords
Multivariate trigonometric model homogeneous and isotropic strongly dependent Gaussian random field least squares estimate in the Walker–Brillinger sense strong consistency

MSC2010
62J02 62J99

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