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=(d1,d2) denotes the long memory parameter.
Publié le : 2005-12-14
Classification:
Parameter estimation,
autoregressive spatial process,
spectral density function,
long memory,
62F12,
62M30
@article{1140191666,
author = {Boissy, Y. and Bhattacharyya, B. B. and Li, X. and Richardson, G. D.},
title = {Parameter estimates for fractional autoregressive spatial processes},
journal = {Ann. Statist.},
volume = {33},
number = {1},
year = {2005},
pages = { 2553-2567},
language = {en},
url = {http://dml.mathdoc.fr/item/1140191666}
}
Boissy, Y.; Bhattacharyya, B. B.; Li, X.; Richardson, G. D. Parameter estimates for fractional autoregressive spatial processes. Ann. Statist., Tome 33 (2005) no. 1, pp. 2553-2567. http://gdmltest.u-ga.fr/item/1140191666/