Asymptotic Results for Spatial ARMA Models

DOI10.1080/03610920500498931zbMath1093.62083OpenAlexW1991775800MaRDI QIDQ5484660

Benoît Truong-Van, Aude Illig

Publication date: 21 August 2006

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500498931

zbMATH Keywords

estimationasymptotic propertiescausalityorder selectionspatial autoregressive moving-average models

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)

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Cites Work

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• On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification
• Statistical spatial series modelling
• An asymptotic test for separability of a spatial autoregressive model
• On the asymptotic distributions of mean, autocovariance, autocorrelation, crossgovariancb and impulse response estimators of a stationary multidimensional random field
• The bias of estimators of causal spatial autoregressive processes
• ESTIMATION OF SPATIAL ARMA MODELS

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