Semiparametric estimation of spatial long-range dependence |
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| Authors: | MP Frías FJ Alonso MD Ruiz-Medina JM Angulo |
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| Institution: | 1. Department of Statistics and Operations Research, University of Jaén, Spain;2. Department of Statistics and Operations Research, University of Granada, Campus de Fuente Nuevas/n, E-18071 Granada, Spain |
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| Abstract: | Estimation of the long-range dependence parameter in spatial processes using a semiparametric approach is studied. An extended formulation of the averaged periodogram method proposed in Robinson 1994. Semiparametric analysis of long memory time series. Ann. Statist. 22, 515–539] is derived, considering a certain homogeneous and isotropic behaviour of the spectral distribution in the low frequencies. The weak consistency of the estimator proposed is proved. |
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| Keywords: | Averaged periodogram Semiparametric estimation Spectral distribution Strong spatial dependence Weak consistency |
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