| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1150564 | Journal of Statistical Planning and Inference | 2008 | 17 Pages |
Abstract
Estimation of the long-range dependence parameter in spatial processes using a semiparametric approach is studied. An extended formulation of the averaged periodogram method proposed in Robinson [1994. Semiparametric analysis of long memory time series. Ann. Statist. 22, 515-539] is derived, considering a certain homogeneous and isotropic behaviour of the spectral distribution in the low frequencies. The weak consistency of the estimator proposed is proved.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
M.P. FrÃas, F.J. Alonso, M.D. Ruiz-Medina, J.M. Angulo,