Asymptotic inference for near unit roots in spatial autoregression

DOI10.1214/aos/1031594738zbMath0890.62018OpenAlexW2055089405MaRDI QIDQ1372855

B. B. Bhattacharyya, G. D. Richardson, LeRoy A. Franklin

Publication date: 22 June 1998

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1031594738

zbMATH Keywords

maximal inequalitycentral limit theorytwo-parameter martingaleGauss-Newton estimationnear unit rootsspatial autoregressive process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)

Related Items (13)

Parameter estimation in a spatial unilateral unit root autoregressive model ⋮ On the variances of a spatial unit root model ⋮ M-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS ⋮ Asymptotic inference for an unstable spatial AR model ⋮ Efficiency of the OLS estimator in the vicinity of a spatial unit root ⋮ Asymptotic inference for a nearly unstable sequence of stationary spatial AR models ⋮ POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION ⋮ Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets ⋮ Aggregation of autoregressive random fields and anisotropic long-range dependence ⋮ Asymptotic inference for unit roots in spatial triangular autoregression ⋮ On the least squares estimator in a nearly unstable sequence of stationary spatial AR models ⋮ M-estimation for near unit roots in spatial autoregression with infinite variance ⋮ Parameter estimates for fractional autoregressive spatial processes

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• A note on properties of spatial yule-walker estimators
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