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Spectral-marginal-based estimation of spatiotemporal long-range dependence

  • Autores: María del Pilar Frías Bustamante Árbol académico, María Dolores Ruiz Medina Árbol académico, Francisco J. Alonso, José Miguel Angulo Ibáñez Árbol académico
  • Localización: XXX Congreso Nacional de Estadística e Investigación Operativa y de las IV Jornadas de Estadística Pública: actas, 2007, ISBN 978-84-690-7249-3
  • Idioma: inglés
  • Texto completo no disponible (Saber más ...)
  • Resumen

    • Long-memory and strong spatial dependence are two features which can arise jointly or separately depending on the tail behavior of the temporal and spatial covariance functions of a given spatiotemporal process. Under certain conditions, such a behavior can be related to the behavior of temporal and spatial frequencies in a neighborhood of the origin. In particular, a spatiotemporal process displaying long-memory and/or strong spatial dependence can be built, in terms of separable heavy-tail filters, from a second-order processes satisfying suitable regularity and moment conditions. A parameter estimation method based on the marginal spectral densities is implemented to approximate the long-memory and/or strong-spatial-dependence parameters.

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