Some results on unilateral ARMA lattice processes

DOI10.1016/0378-3758(95)00066-6zbMath0848.62051OpenAlexW2048124618MaRDI QIDQ1918174

Yanyan Li

Publication date: 18 July 1996

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

Full work available at URL: https://doi.org/10.1016/0378-3758(95)00066-6

zbMATH Keywords

generating functionsextrapolationspatial processrectangular latticeseparable processesinverse variance matrixlattice processesunilateral processesaxially symmetric two-dimensional quadrant processesexact Gaussian maximum likelihood estimationherringbone simulation methodPickard processplanar processesunilateral autoregressive moving average processes

Mathematics Subject Classification ID

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

Related Items (16)

Image similarity assessment based on coefficients of spatial association ⋮ A three-dimensional unilateral autoregressive lattice process ⋮ Spatial autoregressive and moving average Hilbertian processes ⋮ Non-stationary spatial autoregressive modeling for the prediction of lattice data ⋮ Asymptotic results for spatial causal ARMA models ⋮ A new image segmentation algorithm with applications to image inpainting ⋮ Spatial ARMA models and its applications to image filtering ⋮ Testing for Simplification in Spatial Models ⋮ A class of stationary random fields with a simple correlation structure ⋮ Testing axial symmetry and separability of lattice processes ⋮ On the validity of Akaike's identity for random fields ⋮ The stationary regions for the parameter space of unilateral second-order spatial AR model ⋮ A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model ⋮ Markov chain random fields for estimation of categorical variables ⋮ Model-based tests for simplification of lattice processes ⋮ Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models

Uses Software

• AS 197

Cites Work

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• The bias of estimators of causal spatial autoregressive processes
• ESTIMATION OF SPATIAL ARMA MODELS
• Computationally efficient cholesky factorization of a covariance matrix with block toeplitz structure
• A note on properties of spatial yule-walker estimators
• On the correlation structure of some two-dimensional stationary processes
• Problems in Plane Sampling
• ON STATIONARY PROCESSES IN THE PLANE

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