Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
From MaRDI portal
Publication:850752
DOI10.3150/bj/1151525128zbMath1142.62066OpenAlexW2060584634MaRDI QIDQ850752
Publication date: 6 November 2006
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1151525128
Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items
Autocovariance varieties of moving average random fields, Impact of missing data on the prediction of random fields, Adaptively Varying-Coefficient Spatiotemporal Models, M-estimates of the spatial autoregression coefficients, Least-modules estimates for spatial autoregression coefficients, Comparison of predictions by kriging and spatial autoregressive models, Generalized M-estimates of the autoregression field coefficients, Spatial autoregressive and moving average Hilbertian processes, Inference on power law spatial trends, On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\), On a class of minimum contrast estimators for Gegenbauer random fields, Yule-Walker estimation for the moving-average model, Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty, On stationarity and second-order properties of bilinear random fields, Identification of a spatial autoregression by rank methods, Asymptotic properties of the sign estimate of autoregression field coefficients, Spatial smoothing, nugget effect and infill asymptotics, Central limit theorem associated with bilinear random fields, An efficient approach to spatiotemporal analysis and modeling of air pollution data, Modified Whittle estimation of multilateral models on a lattice, On the validity of Akaike's identity for random fields, The stationary regions for the parameter space of unilateral second-order spatial AR model, A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model, Asymptotic theory for nonparametric regression with spatial data, Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models, Robust estimation for spatial autoregressive processes based on bounded innovation propagation representations, On least squares estimation for long-memory lattice processes, Spatio-temporal expanding distance asymptotic framework for locally stationary processes, Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Prediction theory and Fourier series in several variables
- Time series: theory and methods.
- Statistical spatial series modelling II: Some further results on unilateral lattice processes
- Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series
- Edge effects and efficient parameter estimation for stationary random fields
- Parameter estimation for a stationary process on a d-dimensional lattice
- Tests of stability of multidimensional filters
- Some stability properties of two-dimensional linear shift-invariant digital filters
- Statistical spatial series modelling
- ESTIMATION OF SPATIAL ARMA MODELS
- The asymptotic theory of linear time-series models
- Stability criterion for<tex>N</tex>-dimensional digital filters
- ON STATIONARY PROCESSES IN THE PLANE