Parameter estimation of spatial AR model

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zbMath0764.62075MaRDI QIDQ1192392

Jiming Jiang

Publication date: 27 September 1992

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

consistency asymptotic normality innovations process 2-parameter ergodic theorems spatial AR model stationary martingale difference innovations Yule-Walker estimate

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Modified Whittle estimation of multilateral models on a lattice ⋮ Estimation of spatial AR models

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