Skip to main content

Spatial and Space-Time Processes

  • Chapter
Long-Memory Processes
  • 4444 Accesses

Abstract

Spatial data play an important role in many areas such as ecology, biology, environmental monitoring, agronomy, remote sensing, geology, to name a few. Sometimes observations are obtained on a regular lattice (see, e.g. Whittle in Biometrika 49:305–314, 1962; Bartlett in Adv. Appl. Prob. 6(2):336–358, 1974; Besag in J. R. Stat. Soc., Ser. B 36(2):192–236, 1974; Cressie in Statistics for spatial data, 1993; Christakos in Random field models in Earth sciences, 1992; Modern spatiotemporal geostatistics, 2000; Benson et al. in Water Resour. Res. 42(W01415):1–18, 2006; Sain and Cressie in J. Econom. 140(1):226–259, 2007, and references therein). This leads to considering spatial processes on a grid, or more specifically, random fields X t with index \(t\in\mathbb{Z}^{2}\). On the other hand, if the spatial points are not on a regular grid, then random fields with \(t\in\mathbb{R}^{2}\) are used.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 169.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  • Angulo, J. M., Ruiz-Medina, M. D., & Anh, V. V. (2000). Estimation and filtering of fractional generalised random fields. Journal of the Australian Mathematical Society A, 69, 1–26.

    Article  MathSciNet  Google Scholar 

  • Anh, V. V., Angulo, J. M., & Ruiz-Medina, M. D. (1999). Possible long-range dependence in fractional random fields. Journal of Statistical Planning and Inference, 80(1–2), 95–110.

    Article  MathSciNet  Google Scholar 

  • Bartlett, M. S. (1974). The statistical analysis of spatial pattern. Advances in Applied Probability, 6(2), 336–358.

    Article  MathSciNet  Google Scholar 

  • Benson, D., Meerschaert, M. M., Bauemer, B., & Scheffler, H. P. (2006). Aquifer operator-scaling and the effect on solute mixing and dispersion. Water Resources Research, 42(W01415), 1–18.

    Google Scholar 

  • Beran, J., Ghosh, S., & Schell, D. (2009). On least squares estimation for long-memory lattice processes. Journal of Multivariate Analysis, 100(10), 2178–2194.

    Article  MathSciNet  Google Scholar 

  • Besag, J. (1974). Spatial interaction and the statistical analysis of lattice systems. Journal of the Royal Statistical Society, Series B, 36(2), 192–236.

    MathSciNet  Google Scholar 

  • Boissy, Y., Bhattacharyya, B. B., Li, X., & Richardson, G. D. (2005). Parameter estimates for fractional autoregressive spatial processes. The Annals of Statistics, 33(6), 2553–2567.

    Article  MathSciNet  Google Scholar 

  • Chan, G., & Wood, A. T. A. (2004). Estimation of fractal dimension for a class of non-Gaussian stationary processes and fields. The Annals of Statistics, 32(3), 1222–1260.

    Article  MathSciNet  Google Scholar 

  • Christakos, G. (1992). Random field models in Earth sciences. San Diego: Academic Press.

    Google Scholar 

  • Christakos, G. (2000). Modern spatiotemporal geostatistics. New York: Oxford University Press.

    Google Scholar 

  • Cressie, N. A. C. (1993). Statistics for spatial data. New York: Wiley.

    Google Scholar 

  • Dahlhaus, R., & Künsch, H. (1987). Edge effects and efficient parameter estimation for stationary random fields. Biometrika, 74, 877–882.

    Article  MathSciNet  Google Scholar 

  • Elliott, F. W. Jr, Horntrop, D. J., & Majda, A. J. (1997). Monte Carlo methods for turbulent tracers with long range and fractal random velocity fields. Chaos, 7(1), 39–48.

    Article  MathSciNet  Google Scholar 

  • Embrechts, P., Klüppelberg, C., & Mikosch, T. (1997). Modelling extremal events. New York: Springer.

    Book  Google Scholar 

  • Feller, W. (1971). An introduction to probability theory and its applications (Vol. 2). New York: Wiley.

    Google Scholar 

  • Fernández-Pascual, R., Ruiz-Medina, M. D., & Angulo, J. M. (2006). Estimation of intrinsic processes affected by additive fractal noise. Journal of Multivariate Analysis, 97(6), 1361–1381.

    Article  MathSciNet  Google Scholar 

  • Ghosh, S. (2009). The unseen species number revisited. Sankhya, The Indian Journal of Statistics, 71-B(2), 137–150.

    Google Scholar 

  • Guo, H., Lim, C. Y., & Meerschaert, M. (2009). Local Whittle estimator for anisotropic random fields. Journal of Multivariate Analysis, 100(5), 993–1028.

    Article  MathSciNet  Google Scholar 

  • Guyon, X. (1982). Parameter estimation for a stationary process on a d-dimensional lattice. Biometrika, 69(1), 95–105.

    MathSciNet  Google Scholar 

  • Guyon, X. (1995). Random fields on a network. New York: Springer.

    Google Scholar 

  • Hall, P., & Heyde, C. C. (1980). Martingale limit theory and its application. New York: Academic Press.

    Google Scholar 

  • Heyde, C. C., & Gay, R. (1993). Smoothed periodogram asymptotics and estimation for processes and fields with possible long range dependence. Stochastic Processes and Their Applications, 45, 169–182.

    Article  MathSciNet  Google Scholar 

  • Hristopulos, D. T. (2002). New anisotropic covariance models and estimation of anisotropic parameters based on the covariance tensor identity. Stochastic Environmental Research and Risk Assessment, 16(1), 43–62.

    Article  MathSciNet  Google Scholar 

  • Huang, D., & Anh, V. V. (1992). Estimation of spatial ARMA models. Australian Journal of Statistics, 34, 513–530.

    Article  MathSciNet  Google Scholar 

  • Kashyap, R. L. (1984). Characterization and estimation of two-dimensional ARMA models. IEEE Transactions on Information Theory, IT-30, 736–745.

    Article  MathSciNet  Google Scholar 

  • Kelbert, M., Leonenko, N. N., & Ruiz-Medina, M. D. (2005). Fractional random fields associated with stochastic fractional heat equations. Advances in Applied Probability, 37, 108–133.

    Article  MathSciNet  Google Scholar 

  • Lavancier, F. (2006). Long memory random fields. In P. Doukhan, P. Bertail, & P. Soulier (Eds.), Lecture notes in statistics: Vol. 187. Dependence in probability and statistics (pp. 195–220). New York: Springer.

    Chapter  Google Scholar 

  • Lavancier, F. (2007). Invariance principles for non-isotropic long memory random fields. Statistical Inference for Stochastic Processes, 10(3), 255–282.

    Article  MathSciNet  Google Scholar 

  • Makse, H. A., Havlin, S., Schwartz, M., & Stanley, H. E. (1996). Method for generating long-range correlations for large systems. Physical Review E, 53(5), 5445–5449.

    Article  Google Scholar 

  • Mandelbrot, B. B. (1983). The fractal geometry of nature. San Francisco: Freeman.

    Google Scholar 

  • Martin, R. J. (1979). A subclass of lattice processes applied to a problem in planar sampling. Biometrika, 66(2), 209–217.

    Article  MathSciNet  Google Scholar 

  • Matheron, G. (1973). The intrinsic random functions and their applications. Advances in Applied Probability, 5, 439–468.

    Article  MathSciNet  Google Scholar 

  • Ponson, L., Bonamy, D., Auradou, H., Mourot, G., Morel, S., Bouchaud, E., Guillot, C., & Hulin, J. P. (2005). Anisotropic self-affine properties of experimental fracture surfaces. International Journal of Fracture, 140(1–4), 27–37.

    Google Scholar 

  • Ruiz-Medina, M. D., Angulo, J. M., & Anh, V. V. (2003). Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields. Journal of Multivariate Analysis, 85, 192–216.

    Article  MathSciNet  Google Scholar 

  • Sain, R. S., & Cressie, N. (2007). A spatial model for multivariate lattice data. Journal of Econometrics, 140(1), 226–259.

    Article  MathSciNet  Google Scholar 

  • Sethuraman, S., & Basawa, I. V. (1995). Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice. Journal of Statistical Planning and Inference, 44, 219–235.

    Article  MathSciNet  Google Scholar 

  • Solo, V. (1992). Intrinsic random functions and the paradox of 1/f noise. SIAM Journal on Applied Mathematics, 52(1), 270–291.

    Article  MathSciNet  Google Scholar 

  • Tjostheim, D. (1978). Statistical spatial series modelling. Advances in Applied Probability, 10(1), 130–154.

    Article  MathSciNet  Google Scholar 

  • Whittle, P. (1962). Gaussian estimation in stationary time series. Bulletin de L’Institut International de Statistique, 39, 105–129.

    MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

Copyright information

© 2013 Springer-Verlag Berlin Heidelberg

About this chapter

Cite this chapter

Beran, J., Feng, Y., Ghosh, S., Kulik, R. (2013). Spatial and Space-Time Processes. In: Long-Memory Processes. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-35512-7_9

Download citation

Publish with us

Policies and ethics