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Title: Tail estimation for the cross-spectral density of a bivariate stationary Gaussian random field Authors:  Wei-Ying Wu - National Dong Hwa University (Taiwan) [presenting]
Abstract: Consider the bivariate stationary Gaussian random field model. Under some assumptions on high-frequency behavior of (cross-)spectral densities, a modified multivariate Whittle likelihood are proposed to estimate parameters, which dominate tail behaviors of the (cross-)spectral densities. Under the regular infill sampling, we discuss the asymptotic properties of the proposed estimators as well as simulation results.