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Properties of the spatial unilateral first-order ARMA model - MaRDI portal

Properties of the spatial unilateral first-order ARMA model (Q3142680)

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Properties of the spatial unilateral first-order ARMA model
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    Properties of the spatial unilateral first-order ARMA model (English)
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    2 February 1994
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    ARMA models
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    multiplicative models
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    spatial unilateral autoregressive moving average model of first order
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    interpolation
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    spatial correlation properties
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    stationarity
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    conditional expectation
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    linear-by-linear first-order spatial models
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    two-dimensional spatial lattice data
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    unilateral models
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    exact likelihood function
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    simulation results
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    maximum likelihood estimator
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    numerical example
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