Spatial autoregression and related spatio-temporal models

We propose a spatial autoregressive random field of order p on the spatial domain for p[greater-or-equal, slanted]2 in this paper, whose univariate margins are the continuous-time autoregression of order p on the real line, and introduce a class of semiparametric spatio-temporal covariance models stationary in space with the spatial autoregressive margin.

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Year of publication:	2004
Authors:	Ma, Chunsheng
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 88.2004, 1, p. 152-162
Publisher:	Elsevier
Keywords:	Covariance Intrinsically stationary Isotropic Long-range dependence Norm Spectral density Stationary Variogram

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221700