First-order autoregressive models: A method for obtaining eigenvalues for weighting matrices

DOI10.1016/0378-3758(88)90115-2zbMath0644.62091OpenAlexW2019405479MaRDI QIDQ1102679

Ali Abul Gasim

Publication date: 1988

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(88)90115-2

zbMATH Keywords

eigenvaluesKronecker productweighting matricesfirst-order autoregressive modelscomposite matricesdegree of interactionregular patterns

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items

Eigenfunction properties and approximations of selected incidence matrices employed in spatial analyses ⋮ Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models

Cites Work

• Estimation Methods for Models of Spatial Interaction
• ON STATIONARY PROCESSES IN THE PLANE
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