Two methods for estimation of parameters of spatial moving average processes

被引:0
|
作者
Adjengue, LD [1 ]
Moore, M [1 ]
机构
[1] Ecole Polytech, Dept Math & Genie Ind, Montreal, PQ H3C 3A7, Canada
关键词
spatial process; moving average; triangular lattice; correlation structure; estimation;
D O I
10.2307/3316132
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
We consider moving average processes, {X-s, s is an element of T}, where T is a triangular lattice in the plane R-2 To estimate the parameters of such processes, Adjengue & Moore (1993) have considered likelihood and gaussian pseudo-likelihood methods. We consider here two other methods. The first one is based on the estimation of the correlations and the relation between these correlations and the parameters of the process. The second relies on a linear approximation of the process. The asymptotic properties of the proposed estimators are analyzed and compared. A simulation study allows us to compare the estimators for fixed sample sizes.
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页码:795 / 818
页数:24
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