Spatial autoregressive and moving average Hilbertian processes

被引：40

作者：

Ruiz-Medina, M. D. ^{[1
]}

机构：

[1] Univ Granada, Dept Stat & Operat Res, E-18071 Granada, Spain

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2011年 / 102卷 / 02期

关键词：

Spatial functional statistics; Spatial Hilbert valued processes; Tensorial product of Hilbert valued processes; Two-parameter Markov processes; Two parameter martingale differences; MODELS;

D O I：

10.1016/j.jmva.2010.09.005

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper addresses the introduction and study of structural properties of Hilbert-valued spatial autoregressive processes (SARH(1) processes) and Hilbert-valued spatial moving average processes (SMAH(1) processes) with innovations given by two-parameter (spatial) matingale differences For inference purposes the conditions under which the tensorial product of standard autoregressive Hilbertian (ARH(1)) processes (respectively, of standard moving average Hilbertian (MAH(1)) processes) is a standard SARH(1) process (respectively it is a standard SMAH(1) process) are studied Examples related to the spatial functional observation of two-parameter Markov and diffusion processes are provided Some open research lines are described in relation to the formulation of SARMAH processes as well as General Spatial Linear Processes in Functional Spaces (C) 2010 Elsevier Inc All rights reserved

引用

页码：292 / 305

页数：14

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