Modified Whittle estimation of multilateral models on a lattice
From MaRDI portal
Publication:2493134
DOI10.1016/j.jmva.2005.05.013zbMath1099.62108OpenAlexW2129459847MaRDI QIDQ2493134
Peter M. Robinson, Jose M. Vidal-Sanz
Publication date: 9 June 2006
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2005.05.013
Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Monte Carlo methods (65C05)
Related Items
Correlation testing in time series, spatial and cross-sectional data, Goodness of fit for lattice processes, Nonparametric spectrum estimation for spatial data, Automatic spectral density estimation for random fields on a lattice via bootstrap, NONPARAMETRIC PREDICTION WITH SPATIAL DATA, Spatial long memory, Inference on power law spatial trends, On a class of minimum contrast estimators for Gegenbauer random fields, Spatial circulants, with applications, Autoregressive spatial spectral estimates, Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate, On the estimation of the spectral density for continuous spatial processes, Asymptotic inference for a one-dimensional simultaneous autoregressive model, Spatial dependence estimation using FFT of biased covariances, On the validity of Akaike's identity for random fields, Asymptotic theory for nonparametric regression with spatial data, On least squares estimation for long-memory lattice processes, A good approximation of the Gaussian likelihood of simultaneous autoregressive model which yields us an asymptotically efficient estimate of parameters
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Prediction theory and Fourier series in several variables
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
- Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
- Weighted least squares estimators on the frequency domain for the parameters of a time series
- Estimation of vector Armax models
- A central limit theorem for stationary processes and the parameter estimation of linear processes
- Parameter estimation of spatial AR model
- Central limit theorem for two-parameter martingale differences with application to stationary random fields
- Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence
- Nearest neighbor estimators for random fields
- Interpolation of spatial data. Some theory for kriging
- Spatio-temporal stationary covariance models
- Spatial autoregression and related spatio-temporal models.
- Spectral and circulant approximations to the likelihood for stationary Gaussian random fields
- TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION
- Statistical spatial series modelling II: Some further results on unilateral lattice processes
- The Stochastic Difference Between Econometric Statistics
- Maximum likelihood estimation of models for residual covariance in spatial regression
- Characterization and estimation of two-dimensional ARMA models
- Edge effects and efficient parameter estimation for stationary random fields
- BILATERAL PROCESSES ON A RECTANGULAR LATTICE
- Analysis of stationary spatial-temporal processes: Estimation and prediction
- On estimation of the integrals of the fourth order cumulant spectral density
- Parameter estimation for a stationary process on a d-dimensional lattice
- Statistical spatial series modelling
- Vector linear time series models: corrections and extensions
- A subclass of lattice processes applied to a problem in planar sampling
- Bayesian Prediction of Transformed Gaussian Random Fields
- FITTING SPATIAL CORRELATION MODELS: APPROXIMATING A LIKELIHOOD APPROXIMATION
- ESTIMATION OF SPATIAL ARMA MODELS
- Necessary conditions for Markovian processes on a lattice
- On Gaussian Fields with Given Conditional Distributions
- The asymptotic theory of linear time-series models
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- Topographic correlation, power-law covariance functions, and diffusion
- ON STATIONARY PROCESSES IN THE PLANE
