ESTIMATION OF SPATIAL ARMA MODELS
From MaRDI portal
Publication:4696454
DOI10.1111/j.1467-842X.1992.tb01066.xzbMath0776.62074MaRDI QIDQ4696454
Publication date: 29 June 1993
Published in: Australian Journal of Statistics (Search for Journal in Brave)
strong consistency; lattice data; inverse model; best linear predictor; identifiability condition; nonsymmetric half-plane ordering; NSHP spatial ARMA models; two- parameter martingale differences
62M30: Inference from spatial processes
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
Related Items
Spatiotemporal procedures for the statistical surveillance of spatial autoregressive models with heavy tails, Asymptotic Results for Spatial ARMA Models, Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes, On least squares estimation for long-memory lattice processes, Modeling spatio-temporal data by spatial AR models, Some results on unilateral ARMA lattice processes, Asymptotic results for spatial causal ARMA models, Spatial long memory, Inference on higher-order spatial autoregressive models with increasingly many parameters, Modified Whittle estimation of multilateral models on a lattice