Modern Stochastics: Theory and Applications (Mar 2023)
Consistency of LSE for the many-dimensional symmetric textured surface parameters
Abstract
A multivariate trigonometric regression model is considered. In the paper strong consistency of the least squares estimator for amplitudes and angular frequencies is obtained for such a multivariate model on the assumption that the random noise is a homogeneous or homogeneous and isotropic Gaussian, specifically, strongly dependent random field on ${\mathbb{R}^{M}},M\ge 3$.
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