Parameter estimates for fractional autoregressive spatial processes
Y. Boissy, B. B. Bhattacharyya, X. Li, G. D. Richardson
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 dN-d=OP(( LogN)3N), where d=(d1,d2) denotes the long memory parameter.
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