Spatial autoregressive and moving average Hilbertian processes
DOI10.1016/J.JMVA.2010.09.005zbMATH Open1327.62266OpenAlexW2083870405MaRDI QIDQ618154FDOQ618154
Publication date: 14 January 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.09.005
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- Tensorial products of functional ARMA processes
Cited In (21)
- Testing for no effect in the spatial functional linear regression model
- Least-squares estimation of multifractional random fields in a Hilbert-valued context
- Student's-\(t\) process with spatial deformation for spatio-temporal data
- Functional analysis of variance for Hilbert-valued multivariate fixed effect models
- Heterogeneous Spatial Dynamical Regression in a Hilbert-Valued Context
- Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields
- A functional-data approach to the Argo data
- Estimation of functional ARMA models
- On estimation and prediction in spatial functional linear regression model
- Nonparametric Prediction for Spatial Dependent Functional Data Under Fixed Sampling Design
- Bayesian estimation in a high dimensional parameter framework
- Dynamical multiple regression in function spaces, under kernel regressors, with ARH(1) errors
- Hilbertian spatial periodically correlated first order autoregressive models
- The multilateral spatial integer-valued process of order 1
- Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes
- Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
- Spatial functional normal mixed effect approach for curve classification
- Recent developments in complex and spatially correlated functional data
- A note on efficient simulation of multidimensional spatial autoregressive processes
- Asymptotic properties of a component-wise ARH(1) plug-in predictor
- Spatial Cox processes in an infinite-dimensional framework
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