ESTIMATION OF SPATIAL ARMA MODELS

DOI10.1111/J.1467-842X.1992.TB01066.XMaRDI QIDQ4696454zbMATH OpenFDO

Authors Da-Wen Huang, Vo V. Anh

Publication date 29 June 1993

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/J.1467-842X.1992.TB01066.X

zbMATH Keywords

best linear predictoridentifiability conditioninverse modellattice datanonsymmetric half-plane orderingNSHP spatial ARMA modelsstrong consistencytwo- parameter martingale differences

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

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Cited in

(16)

• On least squares estimation for long-memory lattice processes
• Parameter estimation of spatial AR model
• Estimation of spatial AR models
• Modeling spatio-temporal data by spatial AR models
• Asymptotic inference for a nearly unstable sequence of stationary spatial AR models
• Some results on unilateral ARMA lattice processes
• Asymptotic results for spatial causal ARMA models
• Spatial long memory
• Inference on higher-order spatial autoregressive models with increasingly many parameters
• Modified Whittle estimation of multilateral models on a lattice
• Corrigendum to ``Asymptotic results for spatial causal ARMA models
• Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails
• Asymptotic Results for Spatial ARMA Models
• Measure of predictability of a stationary two dimensionally indexed autoregressive moving-average models
• Oracally efficient estimation and consistent model selection for spatial ARMA process with bivariate trend
• Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes

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