Statistical Inference for Stochastic Processes, volume 26, issue 3, pages 551-580

Statistical inference on stationary shot noise random fields

Antoine Lerbet 1
1
 
IDP UMR CNRS 7013, Université de Tours, Tours, France
Publication typeJournal Article
Publication date2023-07-07
scimago Q3
SJR0.363
CiteScore1.3
Impact factor0.7
ISSN13870874, 15729311
Statistics and Probability
Abstract
We study the asymptotic behaviour of a stationnary shot noise random field. We use the notion of association to prove the asymptotic normality of the moments and a multidimensional version for the correlation functions. The variance of the moment estimates is detailed as well as their correlation. When the field is isotropic, the estimators are improved by reducing the variance. These results will be applied to the estimation of the model parameters in the case of a Gaussian kernel, with a focus on the correlation parameter. The asymptotic normality is proved and a simulation study is carried out.

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