The nonparametric estimation of long memory spatio-temporal random field models

DOI10.1007/S11425-014-4833-ZMaRDI QIDQ2516921zbMATH OpenOpenAlexFDO

Authors Lihong Wang

Publication date 4 August 2015

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11425-014-4833-z

zbMATH Keywords

asymptotic behaviorslocal linear regression estimationlong memory random fieldsspatio-temporal random field models

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Non-Markovian processes: estimation (62M09)

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Cited in

(12)

• Spectral-marginal-based estimation of spatiotemporal long-range dependence
• Local linear regression for non grid spatiotemporal models with autoregressive errors
• On nonparametric ridge estimation for multivariate long-memory processes
• Asymptotic properties of nonparametric regression for long memory random fields
• Log-periodogram regression of two-dimensional intrinsically stationary random fields
• Spatial long memory
• Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields
• Computing functional estimators of spatiotemporal long-range dependence parameters in the spectral-wavelet domain
• Parametric estimation of long memory multivariate Gaussian random fields
• scientific article; zbMATH DE number 1408883 (Why is no real title available?)
• Asymptotics of estimators for nonparametric multivariate regression models with long memory
• Memory properties and aggregation of spatial autoregressive models

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Uses Software

• spatial

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