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
ISSN
0090-5364
Recommended Citation
Boissy, Y.; Bhattacharyya, B. B.; Li, X.; and Richardson, G. D., "Parameter estimates for fractional autoregressive spatial processes" (2005). Faculty Bibliography 2000s. 4637.
https://stars.library.ucf.edu/facultybib2000/4637
Comments
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