Deux méthodes d'estimation pour les paramètres de processus moyenne mobile spatiaux

DOI10.2307/3316132zbMath0962.62090OpenAlexW2087094066MaRDI QIDQ4488793

Luc Adjengue, Marc Moore

Publication date: 12 June 2001

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3316132

zbMATH Keywords

simulationscorrelation methodsmethod of contrasts

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cites Work

• On the central limit theorem for stationary mixing random fields
• On Durbin's formula for the limiting generalized variance of a sample of consecutive observations from a moving-average process
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Spatial linear processes
• Parameter estimation for a stationary process on a d-dimensional lattice
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
• ON STATIONARY PROCESSES IN THE PLANE
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