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Parameter estimates for fractional autoregressive spatial processes

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.

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Y. Boissy, B. B. Bhattacharyya, X. Li, G. D. Richardson. 2006-03-06. Parameter estimates for fractional autoregressive spatial processes. https://doi.org/10.1214/009053605000000589

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