Estimation of parameters of a two-dimensional spatial autoregressive model with regression

DOI10.1016/0167-7152(92)90129-SzbMath0766.62054OpenAlexW1990151197MaRDI QIDQ1200751

S. Singh

Publication date: 16 January 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90129-s

zbMATH Keywords

asymptotic normalitymaximum likelihood estimatorasymptotic riskempirical Bayes estimatortwo-dimensional autoregressive model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (5)

On local linear regression for strongly mixing random fields ⋮ Kernel density estimation for spatial processes: The \(L_{1}\) theory ⋮ Histograms for stationary linear random fields ⋮ Spatial kernel regression estimation: weak consistency ⋮ On the Nadaraya-Watson kernel regression estimator for irregularly spaced spatial data

Uses Software

• spatial

Cites Work

• Spatial Statistics: Developments 1980-3, Correspondent Paper
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Large sample estimation and prediction for explosive growth curve models
• Unnamed Item

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