A three-dimensional unilateral autoregressive lattice process

DOI10.1016/S0378-3758(96)00090-0zbMATH Open0877.62085OpenAlexW2049777869MaRDI QIDQ1361729FDOQ1361729

Authors O. Diekmann

Publication date 23 November 1997

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-3758(96)00090-0

zbMATH Keywords

autoregressive processesspatial processeslattice processesunilateral processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3766791 (Why is no real title available?)
• scientific article; zbMATH DE number 3513115 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3308309 (Why is no real title available?)
• A note on properties of spatial yule-walker estimators
• A subclass of lattice processes applied to a problem in planar sampling
• Markov Chains in Many Dimensions
• ON STATIONARY PROCESSES IN THE PLANE
• On the correlation structure of some two-dimensional stationary processes
• Parameter estimation for a stationary process on a d-dimensional lattice
• Properties of the spatial unilateral first-order ARMA model
• Some results on unilateral ARMA lattice processes
• Statistical spatial series modelling
• The bias of estimators of causal spatial autoregressive processes
• Unilateral Gaussian fields
• Unilateral Markov fields

Cited in

(3)

• A class of stationary random fields with a simple correlation structure
• Recent developments on the construction of spatio-temporal covariance models
• Markov chain random fields for estimation of categorical variables

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