Asymptotic properties of maximum likelihood estimates in a class of space-time regression models

DOI10.1006/JMVA.1995.1068zbMATH Open0863.62077OpenAlexW2052608164MaRDI QIDQ1907810

Xu-Feng Niu

Publication date: 13 February 1996

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1995.1068

zbMATH Keywords

strong law of large numbersmaximum likelihood estimatesspectral density matrixmartingale central limit theoremexact likelihood functioncircular matricesconditional likelihood functionsatellite ozone dataspace-time regression modelsstructural periodic vector autoregressive processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Applications of statistics (62P99)

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Space-Time Estimation and Prediction under Infill Asymptotics with Compactly Supported Covariance Functions

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