Title

Parameter estimates for fractional autoregressive spatial processes

Authors

Authors

Y. Boissy; B. B. Bhattacharyya; X. Li;G. D. Richardson

Comments

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Abbreviated Journal Title

Ann. Stat.

Keywords

parameter estimation; autoregressive spatial process; spectral density; function; long memory; TIME-SERIES; MODELS; LAW; Statistics & Probability

Abstract

A binomial-type operator on a stationary Gaussian process is introduced in order to model long memory in the spatial context. Consistent estimators of model parameters are demonstrated. In particular, it is shown that (d) over cap (N) - d = Op((Log N)3)/(N)), where d = (d(1), d(2)) denotes the long memory parameter.

Journal Title

Annals of Statistics

Volume

33

Issue/Number

6

Publication Date

1-1-2005

Document Type

Article

Language

English

First Page

2553

Last Page

2567

WOS Identifier

WOS:000235617200003

ISSN

0090-5364

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