A FREQUENCY DOMAIN APPROACH FOR THE ESTIMATION OF PARAMETERS OF SPATIO‐TEMPORAL STATIONARY RANDOM PROCESSES

DOI10.1111/jtsa.12069zbMath1311.62138OpenAlexW2137804828MaRDI QIDQ5176763

Georgi N. Boshnakov, Sourav Das, T. Subba Rao

Publication date: 3 March 2015

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://eprints.maths.manchester.ac.uk/1879/1/RaoDasBoshnakov_Whittle_Likelihood.pdf

zbMATH Keywords

discrete Fourier transformcomposite likelihoodfrequency variogram

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Non-Markovian processes: estimation (62M09)

Related Items (4)

Half-spectral analysis of spatial-temporal data: The case study of Iranian daily wind speed data ⋮ On the Frequency Variogram and on Frequency Domain Methods for the Analysis of Spatio-Temporal Data ⋮ General rank-based estimation for regression single index models ⋮ General local rank estimation for single-index varying coefficient models

Uses Software

• R
• nlme

Cites Work

• Families of spatio-temporal stationary covariance models.
• Spatio-temporal covariance functions generated by mixtures
• Testing for separability of spatial\,-\,temporal covariance functions
• Estimation and information in stationary time series
• The dimple in Gneiting's spatial-temporal covariance model
• Spatial Statistics and Spatio‐Temporal Data
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Blur-generated non-separable space–time models
• Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
• Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach
• A test for second-order stationarity of a time series based on the discrete Fourier transform
• A Nonparametric Assessment of Properties of Space–Time Covariance Functions
• Approximate Likelihood for Large Irregularly Spaced Spatial Data
• Asymptotic properties of least-squares estimates of parameters of the spectrum of a stationary non-deterministic time-series
• ON STATIONARY PROCESSES IN THE PLANE
• Time Series
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• Unnamed Item

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