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=(d1,d2) denotes the long memory parameter.
Citation
Y. Boissy. B. B. Bhattacharyya. X. Li. G. D. Richardson. "Parameter estimates for fractional autoregressive spatial processes." Ann. Statist. 33 (6) 2553 - 2567, December 2005. https://doi.org/10.1214/009053605000000589
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