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Modified Gaussian likelihood estimators for ARMA models on Zd

Published:2009-12 Issue:12 Volume:119 Page:4149-4175
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Dimitriou-Fakalou Chrysoula

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference12 articles.

1. Stability of multidimensional digital filters;Anderson;IEEE Trans. Circuits Syst. I Regul. Pap.,1974

2. Spatial interaction and the statistical analysis of lattice systems (with discussion);Besag;J. R. Stat. Soc. Ser. B,1974

3. Statistical analysis of non-lattice data;Besag;Statistician,1975

4. Time Series: Theory and Methods;Brockwell,1991

5. Statistics for Spatial Data;Cressie,1993

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On the validity of Akaike’s identity for random fields;Journal of Econometrics;2021-05

2. On accepting the edge-effect (for the inference of ARMA-type processes in Z2);Econometrics and Statistics;2019-04

3. On stationarity and second-order properties of bilinear random fields;Statistical Inference for Stochastic Processes;2014-06-27

4. Gaussian pseudo-likelihood estimation for stationary processes on a lattice;AStA Advances in Statistical Analysis;2013-01-26

5. Yule-Walker Estimation for the Moving-Average Model;International Journal of Stochastic Analysis;2011-08-14

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