کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
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1146894 | 957535 | 2011 | 14 صفحه PDF | دانلود رایگان |

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.
Journal: Journal of Multivariate Analysis - Volume 102, Issue 2, February 2011, Pages 292–305