Generalized Yule-Walker estimation for spatio-temporal models with unknown diagonal coefficients (Q308397)
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scientific article; zbMATH DE number 6623664
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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