Asymptotic Results for Spatial ARMA Models

DOI10.1080/03610920500498931MaRDI QIDQ5484660zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 783366 (Why is no real title available?)
• ARMA model identification
• An asymptotic test for separability of a spatial autoregressive model
• ESTIMATION OF SPATIAL ARMA MODELS
• ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
• On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification
• On the asymptotic distributions of mean, autocovariance, autocorrelation, crossgovariancb and impulse response estimators of a stationary multidimensional random field
• Partial autocorrelation function for spatial processes
• Statistical spatial series modelling
• Statistical spatial series modelling II: Some further results on unilateral lattice processes
• The bias of estimators of causal spatial autoregressive processes
• Time series: theory and methods

Cited in

(9)

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

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