Partial autocorrelation function for spatial processes

Tonya Etchison, Sastry G. Pantula and Cavell Brownie

Statistics & Probability Letters, 1994, vol. 21, issue 1, 9-19

Abstract: Partial autocorrelation function (PACF) of a stationary two-dimensional separable process is defined. Properties of the sample partial autocorrelation function are derived, and the use of the sample PACF in identifying the orders of a spatial autoregressive process is discussed.

Keywords: Separable; processes; ARMA; models; Asymptotic; distributions (search for similar items in EconPapers)
Date: 1994
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