Memory properties and aggregation of spatial autoregressive models

A random field displays long (resp. short) memory when its covariance function is absolutely non-summable (resp. summable), or alternatively when its spectral density (spectrum) is unbounded (resp. bounded) at some frequencies. Drawing on the spectrum approach, this paper characterizes both short an...

Full description

Saved in:
Bibliographic details
Volume: 139
Main Author: Azomahou, Théophile T
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: AMSTERDAM Elsevier B.V 2009
ELSEVIER
Elsevier
published in: Journal of statistical planning and inference Vol. 139; no. 8; pp. 2581 - 2597
Related: RS: GSBE TIID
Macro, International & Labour Economics
Data of publication: 2009
ISSN: 0378-3758
1873-1171
EISSN: 1873-1171
Discipline: Statistics
Mathematics
Subjects:
Online Access: available in Bonn?
CODEN: JSPIDN
Database: NARCIS
NARCIS: Datasets
NARCIS:Publications
Web of Knowledge
Science Citation Index Expanded
Social Sciences Citation Index
Web of Science
Web of Science - Science Citation Index Expanded - 2009
Web of Science - Social Sciences Citation Index - 2009
Pascal-Francis
CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS