Properties of the spatial unilateral first-order ARMA model

DOI10.2307/1427527zbMath0780.62072OpenAlexW1995377832MaRDI QIDQ3142680

Gregory C. Reinsel, Sabyasachi Basu

Publication date: 2 February 1994

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427527

zbMATH Keywords

interpolationnumerical exampleconditional expectationsimulation resultsmaximum likelihood estimatorstationarityARMA modelsmultiplicative modelsexact likelihood functionlinear-by-linear first-order spatial modelsspatial correlation propertiesspatial unilateral autoregressive moving average model of first ordertwo-dimensional spatial lattice dataunilateral models

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Stationary stochastic processes (60G10) Markov processes: estimation; hidden Markov models (62M05)

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