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December 2005 Parameter estimates for fractional autoregressive spatial processes
Y. Boissy, B. B. Bhattacharyya, X. Li, G. D. Richardson
Ann. Statist. 33(6): 2553-2567 (December 2005). DOI: 10.1214/009053605000000589

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 $\hat{d}_{N}-d=O_{P}(\frac{(\operatorname{Log}N)^{3}}{N})$, where d=(d1,d2) denotes the long memory parameter.

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Y. Boissy. B. B. Bhattacharyya. X. Li. G. D. Richardson. "Parameter estimates for fractional autoregressive spatial processes." Ann. Statist. 33 (6) 2553 - 2567, December 2005. https://doi.org/10.1214/009053605000000589

Information

Published: December 2005
First available in Project Euclid: 17 February 2006

zbMATH: 1085.62107
MathSciNet: MR2253095
Digital Object Identifier: 10.1214/009053605000000589

Subjects:
Primary: 62F12, 62M30

Rights: Copyright © 2005 Institute of Mathematical Statistics

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Vol.33 • No. 6 • December 2005
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