Parameter Estimates for Fractional Autoregressive Spatial Processes
نویسندگان
چکیده
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 thatˆdN − d = OP ((Log N) 3 N), where d = (d1, d2) denotes the long memory parameter.
منابع مشابه
m at h . ST ] 2 4 Ja n 20 05 Parameter Estimates for Fractional Autoregressive Spatial Processes
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 sections 2-4. In particular, it is shown thatˆd N − d = O P (Log N) 3 N , where d = (d 1 , d 2) denotes the long memory parameter.
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