Semiparametric spatio-temporal covariance models with the ARMA temporal margin
Year of publication: |
2005
|
---|---|
Authors: | Ma, Chunsheng |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 57.2005, 2, p. 221-233
|
Publisher: |
Springer |
Subject: | Autoregressive and moving average | covariance | intrinsically stationary | long-range dependence | stationary | variogram |
-
Random walk investigation in Indian market with special references to S&P Nifty : fifty stocks
Tamilselvan, M., (2015)
-
Block sampling under strong dependence
Zhang, Ting, (2013)
-
Spatial Variability Analysis of Cu Content: A Case Study in Jiurui Copper Mining Area
Hoang, Huy A., (2017)
- More ...
-
Characteristic properties of multivariate survival functions in terms of residual life distributions
Ma, Chunsheng, (1998)
-
Approximations to distributions of sample quantiles
Ma, Chunsheng, (1998)
-
Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
Ma, Chunsheng, (2013)
- More ...