Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128)
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scientific article; zbMATH DE number 739500
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice |
scientific article; zbMATH DE number 739500 |
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Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (English)
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18 June 1995
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lattice processes
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short-memory
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two-dimensional time series model
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long- memory dependence
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fractionally differenced autoregressive process
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stationary autoregressive process
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maximum likelihood estimators
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two- dimensional martingale representation
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