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Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients - MaRDI portal

Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397)

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scientific article; zbMATH DE number 6623664
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English
Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients
scientific article; zbMATH DE number 6623664

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    Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (English)
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    6 September 2016
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    \(\alpha\)-mixing
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    dynamic panels
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    high dimensionality
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    least squares estimation
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    spatial autoregression
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    stationarity
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