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- Title
Spatiotemporal generation of long‐range dependence models and estimation.
- Authors
M. P. Frías; M. D. Ruiz‐Medina; F. J. Alonso; J. M. Angulo
- Abstract
A parametric family of spatiotemporal models displaying separable isotropic long‐range dependence, in space and time, is introduced in a fractional generalized framework. The weak‐sense implementation of estimation methods based on the integrated periodogram, the variogram and the wavelet transform, to estimate the long‐memory parameter vector is discussed. The construction of separable and non‐separable anisotropic long‐range dependence spatiotemporal processes is also described considering fractional integration filters. Copyright © 2005 John Wiley & Sons, Ltd.
- Subjects
ESTIMATION theory; DEPENDENCE (Statistics); HYPERSPACE; MATHEMATICAL statistics
- Publication
Environmetrics, 2006, Vol 17, Issue 2, p139
- ISSN
1180-4009
- Publication type
Article