메뉴 건너뛰기




Volumn 17, Issue 2, 2006, Pages 139-146

Spatiotemporal generation of long-range dependence models and estimation

Author keywords

Long range dependence; Periodogram; Spatial isotropy; Spatiotemporal anisotropy; Spatiotemporal fractal models; Variogram; Wavelet decomposition

Indexed keywords

SPATIOTEMPORAL ANALYSIS; STATISTICAL ANALYSIS;

EID: 33644812853     PISSN: 11804009     EISSN: 1099095X     Source Type: Journal    
DOI: 10.1002/env.756     Document Type: Article
Times cited : (8)

References (15)
  • 2
    • 0035538580 scopus 로고    scopus 로고
    • Spectral analysis of fractional kinetic equation with random data
    • Anh VV, Leonenko N. (2001). Spectral analysis of fractional kinetic equation with random data. Journal of Statistical Physics 104: 1349-1387.
    • (2001) Journal of Statistical Physics , vol.104 , pp. 1349-1387
    • Anh, V.V.1    Leonenko, N.2
  • 6
  • 8
    • 30244502301 scopus 로고    scopus 로고
    • Averaged periodogram estimation of long memory
    • Lobato I, Robinson PM. (1996). Averaged periodogram estimation of long memory. Journal of Econometrics 73: 303-324.
    • (1996) Journal of Econometrics , vol.73 , pp. 303-324
    • Lobato, I.1    Robinson, P.M.2
  • 9
    • 0004198869 scopus 로고
    • Cambridge University Press: New York
    • Meyer Y. (1992). Wavelets and Operators. Cambridge University Press: New York.
    • (1992) Wavelets and Operators
    • Meyer, Y.1
  • 10
    • 0346517294 scopus 로고    scopus 로고
    • Multifractal processes
    • Doukhan P, Oppenheim G, Taqqu MS (eds). Birkhäuser: Boston
    • Riedi RH. (2003). Multifractal processes. In Theory and Applications of Long-Range Dependence, Doukhan P, Oppenheim G, Taqqu MS (eds). Birkhäuser: Boston; 625-716.
    • (2003) Theory and Applications of Long-Range Dependence , pp. 625-716
    • Riedi, R.H.1
  • 11
    • 21344487840 scopus 로고
    • Semiparametric analysis of long memory time series
    • Robinson PM. (1994). Semiparametric analysis of long memory time series. Annals of Statistics 22: 515-539.
    • (1994) Annals of Statistics , vol.22 , pp. 515-539
    • Robinson, P.M.1
  • 12
    • 0000668540 scopus 로고
    • Log-periodogram regression of time series with long range dependence
    • Robinson PM. (1995). Log-periodogram regression of time series with long range dependence. Annals of Statistics 23: 1048-1072.
    • (1995) Annals of Statistics , vol.23 , pp. 1048-1072
    • Robinson, P.M.1
  • 13
    • 0002716213 scopus 로고    scopus 로고
    • Stochastic fractional-order differential models with fractal boundary conditions
    • Ruiz-Medina MD, Anh VV, Angulo JM. (2001). Stochastic fractional-order differential models with fractal boundary conditions. Statistics and Probability Letters 54: 47-60.
    • (2001) Statistics and Probability Letters , vol.54 , pp. 47-60
    • Ruiz-Medina, M.D.1    Anh, V.V.2    Angulo, J.M.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.