Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields
From MaRDI portal
Publication:6204964
DOI10.1080/03610918.2021.2006712OpenAlexW3217618455MaRDI QIDQ6204964
No author found.
Publication date: 11 April 2024
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2021.2006712
semiparametric estimationnoise perturbationGPH estimatorsanisotropic long memory random fieldsnonlinear log-periodogram regression
Cites Work
- Unnamed Item
- Parameter estimates for fractional autoregressive spatial processes
- Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach
- On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
- Local Whittle estimator for anisotropic random fields
- Semiparametric estimation in perturbed long memory series
- On least squares estimation for long-memory lattice processes
- Nonlinear log-periodogram regression for perturbed fractional processes
- Spatial autoregression model: strong consistency.
- Dependence in probability and statistics.
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study
- Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
- A subclass of lattice processes applied to a problem in planar sampling
- ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
- Autocovariance Function of the Fractionally Integrated Separable Spatial ARMA (FISSARMA) Models
- A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
- First-Order Fractionally Integrated Non-Separable Spatial Autoregressive (FINSSAR(1,1)) Model and Some of its Properties
This page was built for publication: Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields