First-order planar autoregressive model

DOI10.15559/24-VMSTA263MaRDI QIDQ7020685zbMATH OpenFDO

Authors S. V. Shklyar

Publication date 3 March 2025

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15559/24-VMSTA263

zbMATH Keywords

autoregressive modelscausalitydiscrete random fieldsstationarity

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Random fields (60G60) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• A subclass of lattice processes applied to a problem in planar sampling
• Asymptotic inference for an unstable spatial AR model
• scientific article; zbMATH DE number 3731072 (Why is no real title available?)
• ON STATIONARY PROCESSES IN THE PLANE
• On the correlation structure of unilateral AR processes on the plane
• On the variances of a spatial unit root model
• On unit roots for spatial autoregressive models
• Parameter estimation in a spatial unilateral unit root autoregressive model
• Properties of the spatial unilateral first-order ARMA model
• Some results on unilateral ARMA lattice processes
• Statistical spatial series modelling
• Statistical spatial series modelling II: Some further results on unilateral lattice processes
• Time series analysis and its applications. With R examples
• Unilateral Gaussian fields
• Unilateral Markov fields
• Unit roots test: spatial model with long memory errors

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