Spatial autoregression and related spatio-temporal models

Chunsheng Ma

Journal of Multivariate Analysis, 2004, vol. 88, issue 1, 152-162

Abstract: We propose a spatial autoregressive random field of order p on the spatial domain for p[greater-or-equal, slanted]2 in this paper, whose univariate margins are the continuous-time autoregression of order p on the real line, and introduce a class of semiparametric spatio-temporal covariance models stationary in space with the spatial autoregressive margin.

Keywords: Covariance; Intrinsically; stationary; Isotropic; Long-range; dependence; Norm; Spectral; density; Stationary; Variogram (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (4)

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