Spatiotemporal generation of long-range dependence models and estimation

  title={Spatiotemporal generation of long-range dependence models and estimation},
  author={M. P. Frı́as and Mar{\'i}a Dolores Ruiz-Medina and Felipe Jim{\'e}nez Alonso and Jos{\'e} Miguel Angulo},
A parametric family of spatiotemporal models displaying separable isotropic long-range dependence, in space and time, is introduced in a fractional generalized framework. The weak-sense implementation of estimation methods based on the integrated periodogram, the variogram and the wavelet transform, to estimate the long-memory parameter vector is discussed. The construction of separable and non-separable anisotropic long-range dependence spatiotemporal processes is also described considering… CONTINUE READING