Parameter estimates for fractional autoregressive spatial processes

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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 $\hat{d}_N-d=O_P(\frac{(\operatorname {Log}N)^3}{N})$, where $d=(d_1,d_2)$ denotes the long memory parameter.
Published at http://dx.doi.org/10.1214/009053605000000589 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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Statistics Theory, 62F12, 62M30 (Primary)

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http://salesiana.dossiersoluciones.com/handle/123456789/130689

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0501423
 http://arxiv.org/abs/math/0501423
 Annals of Statistics 2005, Vol. 33, No. 6, 2553-2567
 doi:10.1214/009053605000000589

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