Strictly stationary solutions of spatial ARMA equations
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Publication:263264
DOI10.1007/s10463-014-0500-yzbMath1435.62321arXiv1310.4676OpenAlexW2069204478MaRDI QIDQ263264
Publication date: 4 April 2016
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.4676
Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
Related Items (6)
Autocovariance varieties of moving average random fields ⋮ Principal Component Analysis of Spatially Indexed Functions ⋮ Non-stationary spatial autoregressive modeling for the prediction of lattice data ⋮ Estimating 2-D GARCH models by quasi-maximum of likelihood ⋮ Lévy-driven causal CARMA random fields ⋮ The stationary regions for the parameter space of unilateral second-order spatial AR model
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- M-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS
- Properties of the spatial unilateral first-order ARMA model
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