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La méthode de vraisemblance pour les processus linéaires spatiaux définis sur un treillis triangulaire
Author(s) -
Adjengue Luc D.,
Moore Marc
Publication year - 1993
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315809
Subject(s) - physics , gaussian , humanities , mathematics , maximum likelihood , combinatorics , statistics , quantum mechanics , philosophy
Spatial linear processes {X s , s ϵ T} where T is a triangular lattice in R 2 are considered. Special attention is given to the class of spatial moving‐average processes. Precisely, for each site s T , the variable X s is defined as a linear combination of real‐valued random shocks located at the vertices of regular concentric hexagons centered at s . For Gaussian random shocks, the process is also Gaussian, and estimates of its parameters are obtained by maximizing the exact likelihood. For non‐Gaussian random shocks, the exact likelihood is difficult to obtain; however, the Gaussian likelihood is still used giving the pseudo‐Gaussian likelihood estimates. The behaviour of these estimates is analyzed through the study of asymptotic properties and some simulation experiments based on an isotropic model defined with one coefficient.

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