Characterization and estimation of two-dimensional ARMA models

DOI10.1109/TIT.1984.1056955MaRDI QIDQ3347037zbMATH OpenOpenAlexFDO

Authors Rangasami L. Kashyap

Publication date 1984

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.1984.1056955

zbMATH Keywords

autoregressive moving averagenoncausal and semicausal Markov propertyNumerical experiments

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Gaussian processes (60G15) Markov processes (60J99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Estimation of 2-D ARMA model parameters by using equivalent AR approach
• scientific article; zbMATH DE number 5613813
• Analysis and application of a novel fast algorithm for 2-D ARMA model parameter estimation
• ARMA-cepstrum recursion algorithm for the estimation of the MA parameters of 2-D ARMA models
• Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data
• A comparison of two linear methods of estimating the parameters of ARMA models

Cited in

(24)

• On least squares estimation for long-memory lattice processes
• On Markov models of random fields
• Variance and covariance computations for 2-D ARMA processes
• Spatial autoregression and related spatio-temporal models.
• Estimation of 2-D ARMA model parameters by using equivalent AR approach
• Asymptotic results for spatial causal ARMA models
• 2-D Rayleigh autoregressive moving average model for SAR image modeling
• A class of stationary random fields with a simple correlation structure
• Modified Whittle estimation of multilateral models on a lattice
• Linear modeling of multidimensional non-Gaussian processes using cumulants
• The evaluation of cross-correlation sequences for 2-D ARMA processes
• scientific article; zbMATH DE number 5613813 (Why is no real title available?)
• A two dimensional arma model for the simulation of IR backgrounds
• Identification of a two-dimensional autoregressive-moving average model for image signal processing
• scientific article; zbMATH DE number 5647808 (Why is no real title available?)
• Simulation of Homogeneous Two-Dimensional Random Fields: Part I—AR and ARMA Models
• scientific article; zbMATH DE number 4128751 (Why is no real title available?)
• Choice of a 2-D causal autoregressive texture model using information criteria
• Self-similar texture modeling using FARIMA processes with applications to satellite images
• Performance of Robust RA Estimator for Bidimensional Autoregressive Models
• Spatial ARMA models and its applications to image filtering
• scientific article; zbMATH DE number 4115787 (Why is no real title available?)
• ARMA-cepstrum recursion algorithm for the estimation of the MA parameters of 2-D ARMA models
• Recent developments on the construction of spatio-temporal covariance models

This page was built for publication: Characterization and estimation of two-dimensional ARMA models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3347037)