Long memory conditional random fields on regular lattices
File(s)Ippolitit et al Environmetrics 2023 published paper.pdf (3.72 MB)
Published version
Author(s)
Ferretti, Angela
Ippoliti, L
Valentini, P
Bhansali, RJ
Type
Journal Article
Abstract
This paper draws its motivation from applications in geophysics, agricultural, and environmental sciences where empirical evidence of slow decay of correlations have been found for data observed on a regular lattice. Spatial ARFIMA models represent a widely used class of spatial models for analyzing such data. Here, we consider their generalization to conditional autoregressive fractional integrated moving average (CARFIMA) models, a larger class of long memory models which allows a wider range of correlation behavior. For this class we provide detailed descriptions of important representative models, make the necessary comparison with some other existing models, and discuss some important inferential and computational issues on estimation, simulation and long memory process approximation. Results from model fit comparison and predictive performance of CARFIMA models are also discussed through a statistical analysis of satellite land surface temperature data.
Date Issued
2023-08
Date Acceptance
2023-05-02
Citation
Environmetrics, 2023, 34 (5)
ISSN
1099-095X
Publisher
Wiley
Journal / Book Title
Environmetrics
Volume
34
Issue
5
Copyright Statement
© 2023 The Authors. Environmetrics published by John Wiley & Sons Ltd.
This is an open access article under the terms of the Creative Commons Attribution-NonCommercial-NoDerivs License, which permits use and distribution in any medium, provided the original work is properly cited, the use is non-commercial and no modifications or adaptations are made.
This is an open access article under the terms of the Creative Commons Attribution-NonCommercial-NoDerivs License, which permits use and distribution in any medium, provided the original work is properly cited, the use is non-commercial and no modifications or adaptations are made.
Identifier
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:001016308300001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a2bf6146997ec60c407a63945d4e92bb
Subjects
BAND SEMIPARAMETRIC ESTIMATION
CARFIMA models
conditional autoregression
Environmental Sciences
Environmental Sciences & Ecology
GAUSSIAN FIELDS
Gauss-Markov random fields
Life Sciences & Biomedicine
LOG-PERIODOGRAM REGRESSION
long memory random fields
MARKOV RANDOM-FIELDS
Mathematics
Mathematics, Interdisciplinary Applications
MAXIMUM-LIKELIHOOD-ESTIMATION
MODEL SELECTION
PARAMETER-ESTIMATION
Physical Sciences
RANGE DEPENDENCE
Science & Technology
spatial processes
Statistics & Probability
TIME-SERIES
WHITTLE ESTIMATOR
Publication Status
Published
Article Number
e2817
Date Publish Online
2023-06-28