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

DOI10.1080/03610920802169578zbMath1292.62131OpenAlexW2167402689MaRDI QIDQ5495088

Francisco Javier Alonso, María P. Frías, María D. Ruiz-Medina, José M. Angulo

Publication date: 30 July 2014

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

Full work available at URL: https://doi.org/10.1080/03610920802169578

zbMATH Keywords

parameter estimationanisotropytemporal and spatial heavy tails

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

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Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence ⋮ On asymptotics of discretized functionals of long-range dependent functional data ⋮ Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes ⋮ Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain ⋮ The nonparametric estimation of long memory spatio-temporal random field models

Cites Work

• Semiparametric analysis of long-memory time series
• Semiparametric estimation of spatial long-range dependence
• Parameter Estimation of Self-Similar Spatial Covariogram Models
• Fractional Generalized Random Fields on Bounded Domains
• Efficient models for correlated data via convolutions of intrinsic processes
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