Semiparametric estimation of spatial long-range dependence

DOI10.1016/J.JSPI.2007.07.005MaRDI QIDQ2475780zbMATH OpenOpenAlexFDO

Authors María P. Frías, Francisco Alonso, María D. Ruiz-Medina, J. M. Angulo

Publication date 11 March 2008

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2007.07.005

zbMATH Keywords

averaged periodogramsemiparametric estimationspectral distributionstrong spatial dependenceweak consistency

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes and spectral analysis (62M15) Inference from spatial processes (62M30) Random fields; image analysis (62M40)

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Cites work

• Fractional Generalized Random Fields on Bounded Domains
• Fractional random fields associated with stochastic fractional heat equations
• Gaussian semiparametric estimation of long range dependence
• scientific article; zbMATH DE number 1284881 (Why is no real title available?)
• scientific article; zbMATH DE number 1944328 (Why is no real title available?)
• scientific article; zbMATH DE number 1471712 (Why is no real title available?)
• scientific article; zbMATH DE number 847242 (Why is no real title available?)
• Log-periodogram regression of time series with long range dependence
• Long-range Dependence: Revisiting Aggregation with Wavelets
• Long-Term Memory in Stock Market Prices
• On defining long-range dependence
• Possible long-range dependence in fractional random fields.
• Power-law correlations and other models with long-range dependence on a lattice
• Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
• Semiparametric analysis of long-memory time series
• THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS

Cited in

(23)

• Memory properties and aggregation of spatial autoregressive models
• Memory parameter estimation for long range dependent random fields
• Asymptotic properties of nonparametric regression for long memory random fields
• Multivariate wavelet Whittle estimation in long-range dependence
• Parameter estimation of random fields with long-range dependence
• Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
• Estimation in semiparametric spatial regression
• A goodness-of-fit test for marginal distribution of linear random fields with long memory
• Semiparametric modeling of spatial dependence using conditional moment functions
• Estimation of the degree of dependence in the temperatures in the northern hemisphere using semi-parametric techniques
• Recent advances on the semi-parametric estimation of the long-range dependence coefficient
• scientific article; zbMATH DE number 1944328 (Why is no real title available?)
• Wavelet estimation of the memory parameter for long range dependent random fields
• On LSE in regression model for long-range dependent random fields on spheres
• Wavelet-based estimation of anisotropic spatiotemporal long-range dependence
• Spectral-marginal-based estimation of spatiotemporal long-range dependence
• Semi-parametric estimation of long-range dependence index in infinite variance time series.
• Scalable semiparametric spatio-temporal regression for large data analysis
• Long memory conditional random fields on regular lattices
• Nonlinear log-wavelet-variance regression for perturbed 2D long memory Gaussian random fields
• Aggregation of isotropic autoregressive fields
• Parameter estimates for fractional autoregressive spatial processes
• Data-driven neighborhood selection of a Gaussian field

Describes a project that uses

Uses Software

• longmemo

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