Moving average models—time series in m-dimensions
- 1 January 1980
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 9 (5) , 467-489
- https://doi.org/10.1080/03610918008812169
Abstract
Stochastic models for discrete time series in the time domain are well known but such models lack consideration of spatial dependency I We expand on their work by constructing spatially dependent moving average models. Definitions of order, stationarity, invertibility, autocorrelation function, and spectrum are made as natural extensions of those in zero dimensions and are implemented in the one and two-space dimensional models.Keywords
This publication has 8 references indexed in Scilit:
- A Three-Stage Iterative Procedure for Space-Time ModelingTechnometrics, 1980
- General considerations and interrelationships between ma and ar models, time series in m dimensions, the arma modelCommunications in Statistics - Simulation and Computation, 1980
- Time series in m dimensions: Autoregressive modelsCommunications in Statistics - Simulation and Computation, 1980
- Time series in m-dimensions definition, problems and prospectsCommunications in Statistics - Simulation and Computation, 1980
- Time series in M dimensions: The one-dimensional case: Pollution in the Chicago Sanitary and Ship CanalEnvironmental Management, 1979
- A Survey of Time SeriesInternational Statistical Review, 1976
- The Representation and Identification of Spatio-Temporal Systems: An Example of Population Diffusion in North-West EnglandTransactions of the Institute of British Geographers, 1975
- Multiple Time SeriesWiley Series in Probability and Statistics, 1970