Unilateral models for stochastic lattice processes

Author(s):  
Dag Tjøstheim
Keyword(s):  
1981 ◽  
Vol 18 (04) ◽  
pp. 943-948 ◽  
Author(s):  
Sylvia Richardson ◽  
Denis Hemon

Consider two stochastically independent, stationary Gaussian lattice processes with zero means, {X(u), u (Z 2} and {Y(u), u (Z 2}. An asymptotic expression for the variance of the sample correlation between {X(u)} and {Y(u)} over a finite square is derived. This expression also holds for a wide class of domains in Z 2. As an illustration, the asymptotic variance of the correlation between two first-order autonormal schemes is evaluated.


Biometrika ◽  
1975 ◽  
Vol 62 (3) ◽  
pp. 555-562 ◽  
Author(s):  
J. E. BESAG ◽  
P. A. P. MORAN

1972 ◽  
Vol 9 (3) ◽  
pp. 519-541 ◽  
Author(s):  
Andrew D. Barbour

Equations are derived describing a central limit type large population approximation for continuous time Markov lattice processes in one or more dimensions, such as are commonly encountered in biological models. A method of solving the equations using only the deterministic solution of the process is explained, and it is extended by the use of a martingale argument to provide more detailed information about the process.


1962 ◽  
Vol 36 (7) ◽  
pp. 1793-1796 ◽  
Author(s):  
L. G. Van Uitert ◽  
R. R. Soden ◽  
R. C. Linares

1983 ◽  
Vol 15 (3) ◽  
pp. 562-584 ◽  
Author(s):  
Dag Tjøstheim

An asymptotic theory of estimation is developed for classes of spatial series F(x1, · ··, xn), where (x1, · ··, xn) varies over a regular cartesian lattice. Two classes of unilateral models are studied, namely half-space models and causal (quadrant-type) models. It is shown that a number of asymptotic results are common for these models. Of special interest for practical applications is the problem of determining how many parameters should be included to describe the degree of dependence in each direction. Here we are able to obtain weakly consistent generalizations of familiar time-series criteria under the assumption that the generating variables of the model are independently and identically distributed. For causal models we introduce the concepts of spatial innovation process and lattice martingale and use these to extend some of the asymptotic theory to the case where a certain type of dependence is permitted in the generating variables.


2009 ◽  
Vol 151 (2) ◽  
pp. 113-128 ◽  
Author(s):  
Javier Hidalgo

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