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Moving average models—time series in m-dimensions

 

作者: D.A. Voss,   C.A. Oprian,   L.A Aroian,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1980）
卷期: Volume 9, issue 5  

页码: 467-489

 

ISSN:0361-0918

 

年代: 1980

 

DOI:10.1080/03610918008812169

 

出版商: Marcel Dekker, Inc.

 

关键词: time series in m dimensions;moving average models;invertibility conditions;stationarity;infinite auto-regressive model;autocorrelation function;power spectra

 

数据来源: Taylor

 

摘要:

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.

 

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