Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
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Publication:850752
DOI10.3150/BJ/1151525128zbMATH Open1142.62066OpenAlexW2060584634MaRDI QIDQ850752FDOQ850752
Publication date: 6 November 2006
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1151525128
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Cited In (34)
- Autocovariance varieties of moving average random fields
- Nonparametric identification of the spatial autoregression model under a priori stochastic uncertainty
- Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series
- Spatial autoregressive and moving average Hilbertian processes
- On least squares estimation for long-memory lattice processes
- On a different way of understanding the edge-effect for the inference of ARMA-type processes (in \(\mathbb{Z}^d\))
- On \(\mathbb L_2\)-structure of bilinear models on \(\mathbb Z^d\)
- Asymptotic theory for nonparametric regression with spatial data
- M-estimates of the spatial autoregression coefficients
- On the validity of Akaike's identity for random fields
- Convergence results for maximum likelihood type estimators in multivariable ARMA models. II
- An efficient approach to spatiotemporal analysis and modeling of air pollution data
- Adaptively varying-coefficient spatiotemporal models
- Properties of the spatial unilateral first-order ARMA model
- Long memory conditional random fields on regular lattices
- Modified Whittle estimation of multilateral models on a lattice
- Central limit theorem associated with bilinear random fields
- On stationarity and second-order properties of bilinear random fields
- Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
- The stationary regions for the parameter space of unilateral second-order spatial AR model
- Spatial smoothing, nugget effect and infill asymptotics
- Impact of missing data on the prediction of random fields
- On a class of minimum contrast estimators for Gegenbauer random fields
- Yule-Walker estimation for the moving-average model
- Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\)
- Least-modules estimates for spatial autoregression coefficients
- Comparison of predictions by kriging and spatial autoregressive models
- Asymptotic properties of the sign estimate of autoregression field coefficients
- Inference on power law spatial trends
- A First-Order Spatial Integer-Valued Autoregressive SINAR(1, 1) Model
- Spatio-temporal expanding distance asymptotic framework for locally stationary processes
- Robust estimation for spatial autoregressive processes based on bounded innovation propagation representations
- Generalized M-estimates of the autoregression field coefficients
- Identification of a spatial autoregression by rank methods
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