On least squares estimation for long-memory lattice processes
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Publication:1036782
DOI10.1016/j.jmva.2009.04.007zbMath1175.62101OpenAlexW1997284577MaRDI QIDQ1036782
Sucharita Ghosh, Jan Beran, Dieter Schell
Publication date: 13 November 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.04.007
Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to environmental and related topics (62P12) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)
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