Some results on unilateral ARMA lattice processes

DOI10.1016/0378-3758(95)00066-6zbMath0848.62051MaRDI 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 functions; extrapolation; spatial process; rectangular lattice; separable processes; inverse variance matrix; lattice processes; unilateral processes; axially symmetric two-dimensional quadrant processes; exact Gaussian maximum likelihood estimation; herringbone simulation method; Pickard process; planar processes; unilateral autoregressive moving average processes

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M30: Inference from spatial processes

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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Uses Software

• AS 197

Cites Work

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