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Asymptotic properties of LSE of regression coefficients on singular random fields observed on a sphere
We present some upper bounds on the rate of convergence in the central limit theorem for normalized least square estimates (LSE) in a spherical regression model with long range dependence (LRD) stationary errors. The used method is based on the asymptotic analysis of orthogonal expansion of non-line...
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Published in: | Chaos, solitons and fractals solitons and fractals, 2003-12, Vol.18 (5), p.1015-1023 |
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Main Author: | |
Format: | Article |
Language: | English |
Citations: | Items that this one cites Items that cite this one |
Online Access: | Get full text |
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Summary: | We present some upper bounds on the rate of convergence in the central limit theorem for normalized least square estimates (LSE) in a spherical regression model with long range dependence (LRD) stationary errors. The used method is based on the asymptotic analysis of orthogonal expansion of non-linear functionals of homogeneous isotropic Gaussian random fields and on the Kolmogorov distance. The theory have many applications in science for instance in evaluating the COBE data. |
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ISSN: | 0960-0779 1873-2887 |
DOI: | 10.1016/S0960-0779(03)00210-8 |