On the asymptotic distributions of mean,autocovariance, autocorrelation,crossgovariancb and impulse response estimators of a stationary multidimensional random field

Asymptotic properties of mean, autocovariance, autocorrelation, crosscovariance and impulse response estimators of a stationary M-dimensionai (M-D) random field are studied. It is shown that only unbiased-type estimators of autocovariances, autocorrelations, crosscovariances and impulse responses have the asymptotic distributions when M≧ 2. Moreover, the asymptotic distributions of mean, autocovariance, autocorrelation, crosscovariance and impulse response estimators are presented.