Parameter estimates for fractional autoregressive spatial processes
| dc.creator | Boissy, Y. | |
| dc.creator | Bhattacharyya, B. B. | |
| dc.creator | Li, X. | |
| dc.creator | Richardson, G. D. | |
| dc.date | 2005-01-24 | |
| dc.date | 2006-03-06 | |
| dc.date.accessioned | 2026-07-07T08:06:41Z | |
| dc.date.available | 2026-07-07T08:06:41Z | |
| dc.description | 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. | |
| dc.description | 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) | |
| dc.identifier | https://arxiv.org/abs/math/0501423 | |
| dc.identifier | http://arxiv.org/abs/math/0501423 | |
| dc.identifier | Annals of Statistics 2005, Vol. 33, No. 6, 2553-2567 | |
| dc.identifier | doi:10.1214/009053605000000589 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/130689 | |
| dc.subject | Statistics Theory | |
| dc.subject | 62F12, 62M30 (Primary) | |
| dc.title | Parameter estimates for fractional autoregressive spatial processes | |
| dc.type | text |