Parameter estimates for fractional autoregressive spatial processes

Y. Boissy; B. B. Bhattacharyya; X. Li; G. D. Richardson

doi:10.1214/009053605000000589

Parameter estimates for fractional autoregressive spatial processes

Statistics Theory 2007-06-13 v2 Statistics Theory

Authors: Y. Boissy , B. B. Bhattacharyya , X. Li , G. D. Richardson

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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 $d=(d_1,d_2)$ denotes the long memory parameter.

Keywords

gaussian processes stochastic processes point processes

Cite

@article{arxiv.math/0501423,
  title  = {Parameter estimates for fractional autoregressive spatial processes},
  author = {Y. Boissy and B. B. Bhattacharyya and X. Li and G. D. Richardson},
  journal= {arXiv preprint arXiv:math/0501423},
  year   = {2007}
}

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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)

Parameter estimates for fractional autoregressive spatial processes

Abstract

Keywords

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