PARTIAL AUTOCORRELATION FUNCTION FOR SPATIAL PROCESSES

被引：3

作者：

ETCHISON, T

PANTULA, SG

BROWNIE, C

机构：

[1] CADMUS GRP INC,DURHAM,NC 27713

[2] N CAROLINA STATE UNIV,DEPT STAT,RALEIGH,NC 27695

来源：

STATISTICS & PROBABILITY LETTERS | 1994年 / 21卷 / 01期

关键词：

SEPARABLE PROCESSES; ARMA MODELS; ASYMPTOTIC DISTRIBUTIONS;

D O I：

10.1016/0167-7152(94)90052-3

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：

Partial autocorrelation function (PACF) of a stationary two-dimensional separable process is defined. Properties of the sample partial autocorrelation function are derived, and the use of the sample PACF in identifying the orders of a spatial autoregressive process is discussed.

引用

页码：9 / 19

页数：11

共 50 条

[1] SAMPLE PARTIAL AUTOCORRELATION FUNCTION
DEGERINE, S
[J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 1993, 41 (01) : 403 - 407
[2] CHARACTERIZATION OF PARTIAL AUTOCORRELATION FUNCTION
RAMSEY, FL
[J]. ANNALS OF STATISTICS, 1974, 2 (06): : 1296 - 1301
[3] PROBLEM OF SPATIAL AUTOCORRELATION IN SPATIAL STRUCTURES AND PROCESSES
NIPPER, J
STREIT, U
[J]. GEOGRAPHISCHE ZEITSCHRIFT, 1977, 65 (04) : 241 - 263
[4] The local partial autocorrelation function and some applications
Killick, Rebecca
Knight, Marina, I
Nason, Guy P.
Eckley, Idris A.
[J]. ELECTRONIC JOURNAL OF STATISTICS, 2020, 14 (02): : 3268 - 3314
[5] Asymptotics for the partial autocorrelation function of a stationary process
Inoue, A
[J]. JOURNAL D ANALYSE MATHEMATIQUE, 2000, 81 (1): : 65 - 109
[6] The Partial Autocorrelation Function of an ARMA (1.1) Process
Liang Shihui Mao Huijuan(Guizhou Uninersity) (Ningbo college)
[J]. 怀化学院学报, 1991, (01) : 80 - 83
[7] Asymptotics for the partial autocorrelation function of a stationary process
Akihiko Inoue
[J]. Journal d’Analyse Mathématique, 2000, 81 : 65 - 109
[8] CHARTS FOR AUTOCORRELATION AND PARTIAL-AUTOCORRELATION FUNCTIONS FOR THE AR(2) AND MA(2) PROCESSES
SUTRADHAR, BC
MACNEILL, IB
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1987, 16 (09) : 2717 - 2725
[9] THE SAMPLE AUTOCORRELATION FUNCTION OF I(1) PROCESSES
HASSLER, U
[J]. STATISTICAL PAPERS, 1994, 35 (01) : 1 - 16
[10] Modelisation of the spatial autocorrelation function of the heights of the sea
Bourlier, C
Saillard, J
Berginc, G
[J]. OCEANS'98 - CONFERENCE PROCEEDINGS, VOLS 1-3, 1998, : 904 - 908

← 1 2 3 4 5 →