Parameter estimates for fractional autoregressive spatial processes

• 成果类型: Article
• 署名作者: Boissy, Y; Bhattacharyya, BB; Li, X; Richardson, GD
• 署名单位: State University System of Florida; University of Central Florida; North Carolina State University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/009053605000000589
• 发表日期: 2005
• 页码: 2553-2567
• 关键词: time-series; models; LAW

摘要

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.