Partial autocorrelation function for spatial processes

DOI10.1016/0167-7152(94)90052-3MaRDI QIDQ1336936zbMATH OpenOpenAlexFDO

Authors Tonya Etchison, Sastry G. Pantula, Cavell Brownie

Publication date 6 November 1994

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90052-3

zbMATH Keywords

asymptotic propertiesGaussian modelspartial autocorrelation functionrectangular latticesecond-order stationary two-dimensional random fieldssimulation studiesstationary spatial processestime seriestwo-dimensional ARMA models

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Random fields; image analysis (62M40)

Review text

This paper deals with statistics of second-order stationary two- dimensional random fields. For data observed on a rectangular lattice, several authors suggested suitable two-dimensional ARMA models to apply time series methods. For a class of such ARMA-models a partial autocorrelation function (PACF) is defined and the estimation of this PACF is treated in detail. In case of Gaussian models some asymptotic properties are obtained. Their applicability in statistical analysis is discussed and partially supported by simulation studies.

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Cites work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• A subclass of lattice processes applied to a problem in planar sampling
• Fitting Continuous ARMA Models to Unequally Spaced Spatial Data
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• Spatial Correlation Analysis of Uniformity Data

Cited in

(5)

• Modeling spatio-temporal data by spatial AR models
• Spatial autocorrelation for k-dimensional phenomena
• Intrinsic autoregressions and related models on the two-dimensional lattice
• On the correlation structure of unilateral AR processes on the plane
• Asymptotic Results for Spatial ARMA Models

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