Time Series in M Dimensions: Spatial Models.
UNION COLL AND UNIV SCHENECTADY NY INST OF ADMINISTRATION AND MANAGEMENT
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The general theory of stationary spatial models is developed namely MA, moving average AR, autoregressive and ARMA, autoregressive moving average processes. As compared to the time series in m dimensions, spatial models may be one-sided, two-sided, or mixed. Free use is made of the previous results of Aroian and his associates in time series in m dimensions. The main theoretical properties of the models in the univariate case are established. The multivariate case is even more important than the univariate. Estimation by minimum variance and simulation of the models are included. Author
- Statistics and Probability