Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields

DOI10.1080/03610918.2021.2006712OpenAlexW3217618455MaRDI QIDQ6204964FDOQ6204964

Authors:

Publication date: 11 April 2024

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.2006712

Recommendations

• Log-periodogram regression of two-dimensional intrinsically stationary random fields
• The nonparametric estimation of long memory spatio-temporal random field models
• Memory parameter estimation for long range dependent random fields
• Wavelet estimation of the memory parameter for long range dependent random fields
• Local Whittle estimator for anisotropic random fields

zbMATH Keywords

semiparametric estimationnoise perturbationGPH estimatorsanisotropic long memory random fieldsnonlinear log-periodogram regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
• Nonlinear log-periodogram regression for perturbed fractional processes
• ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
• A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
• Parameter estimates for fractional autoregressive spatial processes
• Local Whittle estimator for anisotropic random fields
• On least squares estimation for long-memory lattice processes
• On the least squares estimator in a nearly unstable sequence of stationary spatial AR models
• A subclass of lattice processes applied to a problem in planar sampling
• Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
• Autocovariance function of the fractionally integrated separable spatial ARMA (FISSARMA) models
• Semiparametric estimation in perturbed long memory series
• Dependence in probability and statistics.
• Optimal bias correction of the log-periodogram estimator of the fractional parameter: a jackknife approach
• Spatial autoregression model: strong consistency.
• Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study
• Asymptotic properties of GPH estimators of the memory parameters of the fractionally integrated separable spatial ARMA (FISSARMA) models
• First-Order Fractionally Integrated Non-Separable Spatial Autoregressive (FINSSAR(1,1)) Model and Some of its Properties

This page was built for publication: Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6204964)