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

DOI10.1016/J.JSPI.2011.01.027MaRDI QIDQ2431583zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

long-range dependence parametersspatiotemporal parametric modelsspectral functional datawavelet transform

Mathematics Subject Classification ID

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

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

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Cited in

(7)

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

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Uses Software

• fda (R)

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