کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146894 957535 2011 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Spatial autoregressive and moving average Hilbertian processes
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Spatial autoregressive and moving average Hilbertian processes
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 102, Issue 2, February 2011, Pages 292–305
نویسندگان
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