Characterization and estimation of two-dimensional ARMA models

DOI10.1109/TIT.1984.1056955zbMath0553.60042OpenAlexW1971826545MaRDI QIDQ3347037

Rangasami L. Kashyap

Publication date: 1984

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1984.1056955

zbMATH Keywords

Numerical experimentsautoregressive moving averagenoncausal and semicausal Markov property

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) General second-order stochastic processes (60G12) Markov processes (60J99)

Related Items (9)

Recent developments on the construction of spatio-temporal covariance models ⋮ On Markov models of random fields ⋮ Linear modeling of multidimensional non-Gaussian processes using cumulants ⋮ Asymptotic results for spatial causal ARMA models ⋮ Spatial autoregression and related spatio-temporal models. ⋮ A class of stationary random fields with a simple correlation structure ⋮ Modified Whittle estimation of multilateral models on a lattice ⋮ Performance of Robust RA Estimator for Bidimensional Autoregressive Models ⋮ On least squares estimation for long-memory lattice processes

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