Spatial autoregressive and moving average Hilbertian processes
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References listed on IDEAS
- Nerini, David & Monestiez, Pascal & Manté, Claude, 2010. "Cokriging for spatial functional data," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 409-418, February.
- Bosq, Denis, 2010. "Tensorial products of functional ARMA processes," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1352-1363, July.
- Ruiz-Medina, M.D. & Salmeron, R. & Angulo, J.M., 2007. "Kalman filtering from POP-based diagonalization of ARH(1)," Computational Statistics & Data Analysis, Elsevier, vol. 51(10), pages 4994-5008, June.
- Yao, Qiwei & Brockwell, Peter J, 2006. "Gaussian maximum likelihood estimation for ARMA models II: spatial processes," LSE Research Online Documents on Economics 5416, London School of Economics and Political Science, LSE Library.
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- Álvarez-Liébana, J. & Bosq, D. & Ruiz-Medina, M.D., 2017. "Asymptotic properties of a component-wise ARH(1) plug-in predictor," Journal of Multivariate Analysis, Elsevier, vol. 155(C), pages 12-34.
- Maria Ruiz-Medina & Rosa Espejo & Elvira Romano, 2014. "Spatial functional normal mixed effect approach for curve classification," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 8(3), pages 257-285, September.
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KeywordsSpatial functional statistics Spatial Hilbert-valued processes Tensorial product of Hilbert-valued processes Two-parameter Markov processes Two-parameter martingale differences;
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