On the asymptotic joint distribution of sample space-time covariance estimators

We study the asymptotic joint distribution of sample space–time covariance estimators of strictly stationary random fields. We do this without any marginal or joint distributional assumptions other than mild moment and mixing conditions. We consider several situations depending on whether the observations are regularly or irregularly spaced and whether one part or the whole domain of interest is fixed or increasing. A simulation experiment illustrates the theoretical results.

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Author Li, Bo
Genton, M.
Sherman, M.
Publisher UCAR/NCAR - Library
Publication Date 2008-03-14T00:00:00
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Topic Category geoscientificInformation
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Metadata Date 2025-07-17T15:59:14.162490
Metadata Record Identifier edu.ucar.opensky::articles:17025
Metadata Language eng; USA
Suggested Citation Li, Bo, Genton, M., Sherman, M.. (2008). On the asymptotic joint distribution of sample space-time covariance estimators. UCAR/NCAR - Library. https://n2t.org/ark:/85065/d7pz5b2x. Accessed 09 August 2025.

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