Spectral-marginal-based estimation of spatiotemporal long-range dependence

DOI10.1080/03610920802169578MaRDI QIDQ5495088zbMATH OpenOpenAlexFDO

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

Publication date 30 July 2014

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802169578

zbMATH Keywords

anisotropyparameter estimationtemporal and spatial heavy tails

Mathematics Subject Classification ID

Point estimation (62F10) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Recommendations

• Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
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Cites work

• Efficient models for correlated data via convolutions of intrinsic processes
• Fractional Generalized Random Fields on Bounded Domains
• scientific article; zbMATH DE number 1253585 (Why is no real title available?)
• scientific article; zbMATH DE number 1404558 (Why is no real title available?)
• Parameter Estimation of Self-Similar Spatial Covariogram Models
• Semiparametric analysis of long-memory time series
• Semiparametric estimation of spatial long-range dependence

Cited in

(7)

• Spatio-temporal analysis with short- and long-memory dependence: a state-space approach
• Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
• The nonparametric estimation of long memory spatio-temporal random field models
• On asymptotics of discretized functionals of long-range dependent functional data
• Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes
• Wavelet-based estimation of anisotropic spatiotemporal long-range dependence
• Long memory conditional random fields on regular lattices

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