Asymptotic normality of the sample mean and covariances of evanescent fields in noise

[摘要] We consider the asymptotic properties of the sample mean and the sample covariance sequence of a field composed of the sum of a purely indeterministic and evanescent components. The asymptotic normality of the sample mean and sample covariances is established. A Bartlett-type formula for the asymptotic covariance matrix of the sample covariances of this field, is derived. (c) 2007 Elsevier Inc. All rights reserved.

[发布日期] 2007-11-01

[关键词] homogeneous random fields;evanescent random fields;asymptotic normality