Long memory conditional random fields on regular lattices (Q6626607)

scientific article; zbMATH DE number 7933636

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English	Long memory conditional random fields on regular lattices	scientific article; zbMATH DE number 7933636

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scholarly article

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title

Long memory conditional random fields on regular lattices (English)

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28 October 2024

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zbMATH Keywords

CARFIMA models

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conditional autoregression

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Gauss-Markov random fields

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long memory random fields

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spatial processes

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Parameter estimation of random fields with long-range dependence

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INVERSE AUTOCOVARIANCES AND A MEASURE OF LINEAR DETERMINISM FOR A STATIONARY PROCESS

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An Asymptotic Result for the Finite Predictor.

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Fitting long-memory models by generalized linear regression

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Q4865042

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On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes

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Long-Memory Processes

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On least squares estimation for long-memory lattice processes

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Consistent autoregressive spectral estimates

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Q3948394

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Q3837295

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Q4092750

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ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION

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Estimation of the memory parameter by fitting fractionally differenced autoregressive models

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Q5425580

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An exponential model for the spectrum of a scalar time series

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Parameter estimates for fractional autoregressive spatial processes

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On the emergence of an ‘intention field’ for socially cohesive agents

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Q5663204

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State space modeling of long-memory processes

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Conditional-mean least-squares fitting of Gaussian Markov random fields to Gaussian fields

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Efficient parameter estimation for self-similar processes

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Q4351557

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Q2778406

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Data science: theory and applications

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Interpolation of spatial and spatio-temporal Gaussian fields using Gaussian Markov random fields

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Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series

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Semiparametric estimation of spatial long-range dependence

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Spectral-Marginal-Based Estimation of Spatiotemporal Long-Range Dependence

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A dynamic structural equation approach to estimate the short-term effects of air pollution on human health

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THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

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Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study

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Q2958725

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Q4407606

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A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate

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Whittle estimator for finite-variance non-Gaussian time series with long memory

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Power-law correlations, related models for long-range dependence and their simulation

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Stochastic Models That Separate Fractal Dimension and the Hurst Effect

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Long memory relationships and the aggregation of dynamic models

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AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

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Local Whittle estimator for anisotropic random fields

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Q4841600

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The asymptotic theory of linear time-series models

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A case study competition among methods for analyzing large spatial data

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Fractional differencing

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Model selection for broadband semiparametric estimation of long memory in time series

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ASYMPTOTICS FOR THE LOW-FREQUENCY ORDINATES OF THE PERIODOGRAM OF A LONG-MEMORY TIME SERIES

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Broad band semiparametric estimation of the memory parameter of a long-memory time series using fractional exponential models

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The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series

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Regression and time series model selection in small samples

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Efficient likelihood computations for some multivariate Gaussian Markov random fields

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Space-time modelling of coupled spatiotemporal environmental variables

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A goodness-of-fit test for marginal distribution of linear random fields with long memory

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Q3827437

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Q4242038

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An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach

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Bayesian semiparametric inference on long-range dependence

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Fractional Brownian Motions, Fractional Noises and Applications

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Exact maximum likelihood for incomplete data from a correlated gaussian process

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On the design of experiments under spatial correlation

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Some results on unilateral ARMA lattice processes

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The intrinsic random functions and their applications

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Broadband log-periodogram regression of time series with long-range dependence

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Long‐Memory Time Series

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Unilateral Markov fields

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On the Second Order Properties of the Multidimensional Periodogram for Regularly Spaced Data

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Q3323077

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On the estimation of the parameters of a power spectrum

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Spatial long memory

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Log-periodogram regression of time series with long range dependence

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Gaussian semiparametric estimation of long range dependence

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On Gaussian Fields with Given Conditional Distributions

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Gaussian Markov Random Fields

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Fitting Gaussian Markov Random Fields to Gaussian Fields

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Long Range Dependence

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Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice

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Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties

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Modeling of two-dimensional random fields by parametric cepstrum

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A comparative study of Gaussian geostatistical models and Gaussian Markov random field models

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Fractional Gaussian noise: prior specification and model comparison

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Interpolation of spatial data. Some theory for kriging

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Statistical spatial series modelling

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Statistical spatial series modelling II: Some further results on unilateral lattice processes

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Adaptive estimation of stationary Gaussian fields

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Memory parameter estimation for long range dependent random fields

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ON STATIONARY PROCESSES IN THE PLANE

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ON THE VARIATION OF YIELD VARIANCE WITH PLOT SIZE

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Q5725155

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Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes

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On lacunary trigonometric series.

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Identifiers

zbMATH Open document ID

1545.62763

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6626607