Abstract

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 fractional integration filters. Copyright © 2005 John Wiley & Sons, Ltd.

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