Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
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Cites work
- scientific article; zbMATH DE number 3852087 (Why is no real title available?)
- scientific article; zbMATH DE number 52492 (Why is no real title available?)
- scientific article; zbMATH DE number 3513115 (Why is no real title available?)
- scientific article; zbMATH DE number 1978935 (Why is no real title available?)
- scientific article; zbMATH DE number 783366 (Why is no real title available?)
- ESTIMATION OF SPATIAL ARMA MODELS
- Edge effects and efficient parameter estimation for stationary random fields
- Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series
- ON STATIONARY PROCESSES IN THE PLANE
- Parameter estimation for a stationary process on a d-dimensional lattice
- Prediction theory and Fourier series in several variables
- Some stability properties of two-dimensional linear shift-invariant digital filters
- Stability criterion for<tex>N</tex>-dimensional digital filters
- Statistical spatial series modelling
- Statistical spatial series modelling II: Some further results on unilateral lattice processes
- Tests of stability of multidimensional filters
- The asymptotic theory of linear time-series models
- Time series: theory and methods.
Cited in
(35)- Central limit theorem associated with bilinear random fields
- An efficient approach to spatiotemporal analysis and modeling of air pollution data
- On stationarity and second-order properties of bilinear random fields
- Long memory conditional random fields on regular lattices
- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\)
- Autocovariance varieties of moving average random fields
- On a different way of understanding the edge-effect for the inference of ARMA-type processes (in \(\mathbb{Z}^d\))
- Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
- On a class of minimum contrast estimators for Gegenbauer random fields
- Spatio-temporal expanding distance asymptotic framework for locally stationary processes
- Properties of the spatial unilateral first-order ARMA model
- Generalized M-estimates of the autoregression field coefficients
- Least-modules estimates for spatial autoregression coefficients
- Spatial smoothing, nugget effect and infill asymptotics
- On the validity of Akaike's identity for random fields
- Gaussian pseudo-likelihood estimation for stationary processes on a lattice
- Asymptotic theory for nonparametric regression with spatial data
- Spatial autoregressive and moving average Hilbertian processes
- Identification of a spatial autoregression by rank methods
- On least squares estimation for long-memory lattice processes
- Comparison of predictions by kriging and spatial autoregressive models
- Modified Whittle estimation of multilateral models on a lattice
- Impact of missing data on the prediction of random fields
- A first-order spatial integer-valued autoregressive \(\mathrm{SINAR}(1,1)\) model
- Inference on power law spatial trends
- M-estimates of the spatial autoregression coefficients
- Asymptotic properties of the sign estimate of autoregression field coefficients
- The stationary regions for the parameter space of unilateral second-order spatial AR model
- Adaptively varying-coefficient spatiotemporal models
- Robust estimation for spatial autoregressive processes based on bounded innovation propagation representations
- Yule-Walker estimation for the moving-average model
- Convergence results for maximum likelihood type estimators in multivariable ARMA models. II
- Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\)
- Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series
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