Modern Stochastics: Theory and Applications (Mar 2023)

Consistency of LSE for the many-dimensional symmetric textured surface parameters

  • Oleksandr Dykyi,
  • Alexander Ivanov

DOI
https://doi.org/10.15559/23-VMSTA225
Journal volume & issue
Vol. 10, no. 3
pp. 267 – 285

Abstract

Read online

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 ${\mathbb{R}^{M}},M\ge 3$.

Keywords