Asymptotic Results for Spatial ARMA Models

DOI10.1080/03610920500498931zbMATH Open1093.62083OpenAlexW1991775800MaRDI QIDQ5484660FDOQ5484660

Authors: Aude Illig, Benoît Truong-Van 

Publication date: 21 August 2006

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500498931

Recommendations

• Estimation of spatial AR models
• Modeling spatio-temporal data by spatial AR models
• Parameter estimation of spatial AR model
• THE AUTOREGRESSIVE MOVING AVERAGE MODEL FOR SPATIAL ANALYSIS
• Asymptotic results for spatial causal ARMA models

zbMATH Keywords

asymptotic propertiesestimationcausalityorder selectionspatial autoregressive moving-average models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30)

Cites Work

• Title not available (Why is that?)
• Time series: theory and methods
• An asymptotic test for separability of a spatial autoregressive model
• ARMA model identification
• Statistical spatial series modelling
• Statistical spatial series modelling II: Some further results on unilateral lattice processes
• ESTIMATION OF SPATIAL ARMA MODELS
• The bias of estimators of causal spatial autoregressive processes
• On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification
• Partial autocorrelation function for spatial processes
• ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
• On the asymptotic distributions of mean, autocovariance, autocorrelation, crossgovariancb and impulse response estimators of a stationary multidimensional random field

Cited In (9)

• Corrigendum to ``Asymptotic results for spatial causal ARMA models
• Asymptotic inference for a nearly unstable sequence of stationary spatial AR models
• Asymptotic results for spatial causal ARMA models
• A new image segmentation algorithm with applications to image inpainting
• Asymptotics of improved generalized moment estimators for spatial autoregressive error models
• Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
• Modeling spatio-temporal data by spatial AR models
• ESTIMATION OF SPATIAL ARMA MODELS
• Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes

This page was built for publication: Asymptotic Results for Spatial ARMA Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5484660)