Spatial autoregression model: strong consistency.

DOI10.1016/j.spl.2003.07.004zbMath1255.62301OpenAlexW2130882577MaRDI QIDQ1423088

D. Massart

Publication date: 14 February 2004

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

Full work available at URL: https://doi.org/10.1016/j.spl.2003.07.004

zbMATH Keywords

unit rootstwo-parameter martingales

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15)

Related Items (3)

On unit roots for spatial autoregressive models ⋮ Semiparametric nonlinear log-periodogram regression estimation for perturbed stationary anisotropic long memory random fields ⋮ Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models

Cites Work

• Unnamed Item
• Strong laws of large numbers for arrays of row-wise independent random variables
• Gauss-Newton estimation of parameters for a spatial autoregression model
• Convergence and regularity of multiparameter strong martingales
• A subclass of lattice processes applied to a problem in planar sampling
• Regression Models with Spatially Correlated Errors

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