On least squares estimation for long-memory lattice processes
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Applications of statistics to environmental and related topics (62P12) Central limit and other weak theorems (60F05)
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Cites work
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Cited in
(19)- Parameter estimation for operator scaling random fields
- Estimation and smoothing from incomplete data for a class of lattice processes
- Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model
- Surface estimation under local stationarity
- Computation of spatial Gini coefficients
- On the predictability of long-range dependent series
- Tauberian and Abelian theorems for long-range dependent random fields
- Long memory conditional random fields on regular lattices
- Asymptotic normality of simultaneous estimators of cyclic long-memory processes
- Autocovariance function of the fractionally integrated separable spatial ARMA (FISSARMA) models
- Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion
- Aggregation of isotropic autoregressive fields
- On a class of minimum contrast estimators for Gegenbauer random fields
- Impact of missing data on the prediction of random fields
- Central limit theorems for long range dependent spatial linear processes
- Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields
- An efficient estimator for locally stationary Gaussian long-memory processes
- Log-periodogram regression of two-dimensional intrinsically stationary random fields
- Spatial long memory
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