Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain

DOI10.1016/J.JSPI.2011.01.027zbMATH Open1214.62096OpenAlexW2094541307MaRDI QIDQ2431583FDOQ2431583

Authors: María P. Frías, María D. Ruiz-Medina 

Publication date: 15 April 2011

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.01.027

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• The nonparametric estimation of long memory spatio-temporal random field models

zbMATH Keywords

wavelet transformlong-range dependence parametersspatiotemporal parametric modelsspectral functional data

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Inference from stochastic processes and spectral analysis (62M15) Numerical methods for wavelets (65T60)

Cites Work

• Functional data analysis
• Nonparametric functional data analysis. Theory and practice.
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• A family of minimax rates for density estimators in continuous time
• Nonparametric curve estimation from time series
• Semiparametric estimation of spatial long-range dependence
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• Functional maximum-likelihood estimation of ARH(\(p\)) models
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• Spatial autoregressive and moving average Hilbertian processes
• Functional nonparametric model for time series: a fractal approach for dimension reduction
• Consistency of the regression estimator with functional data under long memory conditions
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• Semiparametric analysis of long-range dependence in nonlinear regression
• Asymptotic theory of nonlinear regression with long-range dependence
• Multi-spectral decomposition of functional autoregressive models
• Bayesian Hierarchical Spatially Correlated Functional Data Analysis with Application to Colon Carcinogenesis
• Local superefficiency of data-driven projection density estimators in continuous time
• Spectral-marginal-based estimation of spatiotemporal long-range dependence

Cited In (7)

• Wavelet-based estimation of anisotropic spatiotemporal long-range dependence
• Wavelets in functional data analysis: estimation of multidimensional curves and their derivatives
• Wavelet-based semiparametric estimation of ocean surface temperature
• Wavelet estimation of the memory parameter for long range dependent random fields
• The nonparametric estimation of long memory spatio-temporal random field models
• Spectral-marginal-based estimation of spatiotemporal long-range dependence
• Log-Gaussian Cox processes in infinite-dimensional spaces

Uses Software

• fda (R)

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