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Spatiotemporal generation of long‐range dependence models and estimation

Frías, M. P. / Ruiz‐Medina, M. D. / Alonso, F. J. / Angulo, J. M.

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.

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Spatiotemporal generation of long‐range dependence models and estimation

Frías, M. P. / Ruiz‐Medina, M. D. / Alonso, F. J. / Angulo, J. M.

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.

Spatiotemporal generation of long‐range dependence models and estimation

Frías, M. P. / Ruiz‐Medina, M. D. / Alonso, F. J. / Angulo, J. M.

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.

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Title:

Spatiotemporal generation of long‐range dependence models and estimation

Contributors:

Frías, M. P. (author) / Ruiz‐Medina, M. D. (author) / Alonso, F. J. (author) / Angulo, J. M. (author)

Published in:

Environmetrics ; 17 ; 139-146

Publication date:

2006-03-01

Size:

8 pages

ISSN:

1099-095X , 1180-4009

DOI:

https://doi.org/10.1002/env.756

Type of media:

Article (Journal)

Type of material:

Electronic Resource

Language:

English

Keywords:

long‐range dependence , spatiotemporal anisotropy , spatiotemporal fractal models , wavelet decomposition , spatial isotropy , variogram , periodogram

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