Semiparametric estimation of spatial long-range dependence

DOI10.1016/j.jspi.2007.07.005zbMath1132.62077OpenAlexW2089436723MaRDI QIDQ2475780

Francisco Javier Alonso, María P. Frías, María D. Ruiz-Medina, José M. Angulo

Publication date: 11 March 2008

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.2007.07.005

zbMATH Keywords

semiparametric estimationweak consistencyaveraged periodogramspectral distributionstrong spatial dependence

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15)

Related Items (12)

Wavelet-Based Estimation of Anisotropic Spatiotemporal Long-Range Dependence ⋮ A goodness-of-fit test for marginal distribution of linear random fields with long memory ⋮ Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain ⋮ Wavelet estimation of the memory parameter for long range dependent random fields ⋮ Data-driven neighborhood selection of a Gaussian field ⋮ Multivariate Wavelet Whittle Estimation in Long-range Dependence ⋮ Aggregation of isotropic autoregressive fields ⋮ Memory properties and aggregation of spatial autoregressive models ⋮ On LSE in regression model for long-range dependent random fields on spheres ⋮ Memory parameter estimation for long range dependent random fields ⋮ Spectral-Marginal-Based Estimation of Spatiotemporal Long-Range Dependence ⋮ Asymptotic properties of nonparametric regression for long memory random fields

Uses Software

• longmemo

Cites Work

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