Properties of the spatial unilateral first-order ARMA model
From MaRDI portal
ARMA modelsconditional expectationexact likelihood functioninterpolationlinear-by-linear first-order spatial modelsmaximum likelihood estimatormultiplicative modelsnumerical examplesimulation resultsspatial correlation propertiesspatial unilateral autoregressive moving average model of first orderstationaritytwo-dimensional spatial lattice dataunilateral models
Recommendations
- The stationary regions for the parameter space of unilateral second-order spatial AR model
- THE AUTOREGRESSIVE MOVING AVERAGE MODEL FOR SPATIAL ANALYSIS
- Regression Models with Spatially Correlated Errors
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
- Some results on unilateral ARMA lattice processes
Cited in
(70)- On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
- A first-order spatial integer-valued autoregressive \(\mathrm{SINAR}(1,1)\) model
- A three-dimensional unilateral autoregressive lattice process
- Asymptotic inference for near unit roots in spatial autoregression
- Sparse matrix tools for Gaussian models on lattices
- Approximate ML and REML estimation for regression models with spatial or time series AR(1) noise.
- Asymptotic inference for a nearly unstable sequence of stationary spatial AR models
- The stationary regions for the parameter space of unilateral second-order spatial AR model
- Gauss-Newton estimation of parameters for a spatial autoregression model
- Some results on unilateral ARMA lattice processes
- Asymptotic results for spatial causal ARMA models
- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- A note on central limit theorems for lattice models
- Inference for spatial autoregressive models with infinite variance noises
- 2-D Rayleigh autoregressive moving average model for SAR image modeling
- Asymptotic properties of BMM-estimator in bidimensional autoregressive processes
- Asymptotic behavior of RA-estimates in autoregressive 2D processes
- The bootstrap in kernel regression for stationary ergodic data when both response and predictor are functions
- Robust estimation for spatial autoregressive processes based on bounded innovation propagation representations
- M-estimates of the spatial autoregression coefficients
- A new image segmentation algorithm with applications to image inpainting
- A note on self-normalization for a simple spatial autoregressive model
- A class of stationary random fields with a simple correlation structure
- Strictly stationary solutions of spatial ARMA equations
- Unilateral 2D Markov-switching autoregressive model
- Testing stability in a spatial unilateral autoregressive model
- Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
- Image similarity assessment based on coefficients of spatial association
- M-estimation for a spatial unilateral autoregressive model with infinite variance innovations
- Model-based tests for simplification of lattice processes
- Assessing the association between two spatial or temporal sequences
- Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study
- Least-modules estimates for spatial autoregression coefficients
- Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
- Generalized M-estimates of the autoregression field coefficients
- Parameter estimation in a spatial unilateral unit root autoregressive model
- An asymptotic test for separability of a spatial autoregressive model
- Estimation and smoothing from incomplete data for a class of lattice processes
- Application of em-type algorithms to spatial data
- Efficiency and Validity Analyses of Two-Stage Estimation Procedures and Derived Testing Procedures in Quantitative Linear Models with AR(1) Errors
- On the correlation structure of unilateral AR processes on the plane
- Comparison of spatial interpolation methods in the first order stationary multiplicative spatial autoregressive models
- Spatial ARMA models and its applications to image filtering
- Asymptotic inference for an unstable spatial AR model
- On stationarity and second-order properties of bilinear random fields
- ESTIMATION OF SPATIAL ARMA MODELS
- Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model
- Asymptotic properties of the sign estimate of autoregression field coefficients
- Impact of missing data on the prediction of random fields
- Variable family size based spatial moving correlations model
- An optimal prediction in stationary random fields based on a new interpolation approach
- Comparison of predictions by kriging and spatial autoregressive models
- On linear prediction for stationary random fields with nonsymmetrical half-plane past
- The unilateral spatial autogressive process for the regular lattice two-dimensional spatial discrete data
- Bayesian analysis of contaminated quarter plane moving average models
- Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets
- A note on the properties of generalised separable spatial autoregressive process
- Spatial autoregressive and moving average Hilbertian processes
- On the variances of a spatial unit root model
- The multilateral spatial integer-valued process of order 1
- Non-parametric entropy tests for spatial dependence
- Spatial INAR(1,1) model based on mixing Pegram and binomial thinning operators with fitting striga counts
- First-order spatial random coefficient non-negative integer-valued autoregressive (SRCINAR(1,1)) model
- First-order planar autoregressive model
- The autocorrelation structure of integer-valued autoregressive random fields
- Spatial model: unit root estimation
- The integer-valued moving-average random field
- On a class of minimum contrast estimators for Gegenbauer random fields
- Codispersion coefficients for spatial and temporal series
- Asymptotic inference for unit roots in spatial triangular autoregression
This page was built for publication: Properties of the spatial unilateral first-order ARMA model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3142680)
