On stationarity and second-order properties of bilinear random fields
From MaRDI portal
Publication:466054
DOI10.1007/S11203-014-9102-9zbMATH Open1306.60057OpenAlexW2058841811MaRDI QIDQ466054FDOQ466054
Karima Kimouche, Abdelouahab Bibi
Publication date: 24 October 2014
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-014-9102-9
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Time series analysis: Methods and applications
- Properties of the spatial unilateral first-order ARMA model
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
- Multiple Wiener-Ito integrals. With applications to limit theorems
- Statistical spatial series modelling
- Spatial statistics and modeling. Translated from the French by Kevin Bleakley.
- Bilinear stochastic models and related problems of nonlinear time series analysis. A frequency domain approach
- Statistical spatial series modelling II: Some further results on unilateral lattice processes
- On Wiener–Ito representation and the best linear predictors for bilinear time series
- On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\)
- Separable lower triangular bilinear model
- Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\)
- Spectral factorization of wide sense stationary processes on \({\mathbb{Z}}^ 2\)
- Gaussian and their subordinates self-similar random generalized fields
- A Wold-like decomposition of two-dimensional discrete homogeneous random fields
- Evolutionary transfer functions of bilinear processes with time-varying coefficients
- Spatial Statistics and Spatio‐Temporal Data
- Spatial linear processes
- Time series in m dimensions: Autoregressive models
- Moving average models—time series in m-dimensions
- General considerations and interrelationships between ma and ar models, time series in m dimensions, the arma model
- Some Inference Results for Causal Autoregressive Processes on a Plane
- Aggregation of isotropic autoregressive fields
- Nonlinear time series analysis in the geosciences. Applications in climatology, geodynamics and solar-terrestrial physics. Selected papers based on the presentations at the session on `Application of nonlinear times series analysis in geoscience', Vienna, Austria, April 15--20, 2007.
Cited In (3)
Uses Software
This page was built for publication: On stationarity and second-order properties of bilinear random fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q466054)