Spatial autoregression and related spatio-temporal models.

DOI10.1016/S0047-259X(03)00067-8zbMATH Open1033.62095MaRDI QIDQ1421867FDOQ1421867

Authors: C. Ma 

Publication date: 3 February 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

normcovariancelong-range dependencespectral densityvariogramisotropicstationaryintristically stationary

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Inference from spatial processes (62M30) Random fields (60G60)

Cites Work

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• ON STATIONARY PROCESSES IN THE PLANE
• On positive definiteness of some functions
• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• Metric spaces and completely monontone functions
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• Continuous-time ARMA processes
• Families of spatio-temporal stationary covariance models.
• A Class of Negative-Definite Functions
• Spatio-temporal stationary covariance models
• A Representation of the Symmetric Bivariate Cauchy Distribution
• On a class of random field models which allows long range dependence
• Power-law correlations and other models with long-range dependence on a lattice
• Characterization and estimation of two-dimensional ARMA models
• A general class of models for stationary two-dimensional random processes
• Norm-dependent covariance permissibility of weakly homogeneous spatial random fields and its consequences in spatial statistics
• Estimation and Identification of Space-Time ARMAX Models in the Presence of Missing Data

Cited In (21)

• Spatio-temporal models for some data sets in continuous space and discrete time
• Control charts for multivariate spatial autoregressive models
• Why is isotropy so prevalent in spatial statistics?
• On the admissibility of spherical spatial covariance functions in higher dimensions
• Spatial AutoRegression (SAR) Model
• Memory properties and aggregation of spatial autoregressive models
• Spatial autoregression model: strong consistency.
• A note on the properties of generalised separable spatial autoregressive process
• A Spatiotemporal Auto-Regressive Moving Average Model for Solar Radiation
• Title not available (Why is that?)
• Norm-dependent covariance permissibility of weakly homogeneous spatial random fields and its consequences in spatial statistics
• Modified Whittle estimation of multilateral models on a lattice
• Difference-in-differences techniques for spatial data: local autocorrelation and spatial interaction
• Fractal and smoothness properties of space-time Gaussian models
• Recent developments on the construction of spatio-temporal covariance models
• Stochastic properties of spatial and spatiotemporal ARCH models
• First-order Spatial Gegenbauer Autoregressive (SGAR(1,1)) model and some of its properties
• Modeling spatio-temporal data by spatial AR models
• A class of stationary random fields with a simple correlation structure
• A flexible spatial autoregressive modelling framework for mixed covariates of multiple data types
• Semiparametric spatio-temporal covariance models with the ARMA temporal margin

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