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Continuous auto-regressive moving average random fields on ℝ-super-n

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  • Peter J. Brockwell
  • Yasumasa Matsuda

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  • Peter J. Brockwell & Yasumasa Matsuda, 2017. "Continuous auto-regressive moving average random fields on ℝ-super-n," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(3), pages 833-857, June.
    • Handle: RePEc:bla:jorssb:v:79:y:2017:i:3:p:833-857
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    File URL: http://hdl.handle.net/10.1111/rssb.12197
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    References listed on IDEAS

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    1. Montserrat Fuentes, 2002. "Spectral methods for nonstationary spatial processes," Biometrika, Biometrika Trust, vol. 89(1), pages 197-210, March.
    2. Brockwell, Peter J. & Lindner, Alexander, 2009. "Existence and uniqueness of stationary Lévy-driven CARMA processes," Stochastic Processes and their Applications, Elsevier, vol. 119(8), pages 2660-2681, August.
    3. P. Brockwell, 2014. "Recent results in the theory and applications of CARMA processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 66(4), pages 647-685, August.
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    Cited by:

    1. Pham, Viet Son, 2020. "Lévy-driven causal CARMA random fields," Stochastic Processes and their Applications, Elsevier, vol. 130(12), pages 7547-7574.
    2. Pham, Viet Son & Chong, Carsten, 2018. "Volterra-type Ornstein–Uhlenbeck processes in space and time," Stochastic Processes and their Applications, Elsevier, vol. 128(9), pages 3082-3117.
    3. Claudia Klüppelberg & Viet Son Pham, 2021. "Estimation of causal continuous‐time autoregressive moving average random fields," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(1), pages 132-163, March.

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