Estimation of spatial AR models

DOI10.1007/BF02007441zbMath0835.62087OpenAlexW2086451455MaRDI QIDQ1314949

Jiming Jiang

Publication date: 7 March 1994

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02007441

zbMATH Keywords

law of the iterated logarithminnovation processstrong consistencyorder estimationspatial AR modelstwo-parameter martingale difference conditionweak consistency theorems

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields (60G60) Inference from spatial processes (62M30) Strong limit theorems (60F15)

Related Items (1)

Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models

Cites Work

• Unnamed Item
• Unnamed Item
• Autocorrelation, autoregression and autoregressive approximation
• Parameter estimation of spatial AR model
• Statistical spatial series modelling II: Some further results on unilateral lattice processes

This page was built for publication: Estimation of spatial AR models