Model-based tests for simplification of lattice processes

DOI10.1080/00949650903188452MaRDI QIDQ3070624zbMATH OpenOpenAlexFDO

Authors

Publication date 3 February 2011

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/11393/37465

zbMATH Keywords

autoregressive processaxial symmetrydoubly geometric processseparabilityspatial processes

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

Recommendations

• Testing axial symmetry and separability of lattice processes
• Testing for simplification in spatial models
• A likelihood ratio test for separability of covariances
• Testing for separability of spatial\,-\,temporal covariance functions
• Testing separability of space-time functional processes

Cites work

• A Nonparametric Assessment of Properties of Space–Time Covariance Functions
• A subclass of lattice processes applied to a problem in planar sampling
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Properties of the spatial unilateral first-order ARMA model
• Some Inference Results for Causal Autoregressive Processes on a Plane
• Some results on unilateral ARMA lattice processes
• Testing axial symmetry and separability of lattice processes
• Testing for directional symmetry in spatial dependence using the periodogram
• Testing for separability of spatial\,-\,temporal covariance functions
• Unilateral Gaussian fields
• Unilateral Markov fields

Cited in

(6)

• Testing axial symmetry and separability of lattice processes
• A review of nonparametric hypothesis tests of isotropy properties in spatial data
• Goodness of fit for lattice processes
• Testing for simplification in spatial models
• Towards optimally structured lattice RLS filters using a variable tap-length scheme
• 30 years of space-time covariance functions

Describes a project that uses

Uses Software

• Matlab

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