Modelling data observed irregularly over space and regularly in time

DOI10.1016/j.stamet.2008.05.002zbMath1220.62105OpenAlexW2084824065MaRDI QIDQ537222

Chrysoula Dimitriou-Fakalou

Publication date: 19 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2008.05.002

zbMATH Keywords

Yule-Walker estimatorsautoregressive parametersbest linear predictortime-space separability

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Related Items (5)

Gaussian pseudo-likelihood estimation for stationary processes on a lattice ⋮ Yule-Walker estimation for the moving-average model ⋮ Spatial analysis of auto-multivariate lattice data ⋮ Statistical inference for spatial auto-linear processes ⋮ Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\)

Cites Work

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• Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat‐Mink Interaction
• Parameter estimation for a stationary process on a d-dimensional lattice
• Modelling panels of intercorrelated autoregressive time series
• ON STATIONARY PROCESSES IN THE PLANE

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