A note on the existence and uniqueness of quasi-maximum likelihood estimators for mixed regressive, spatial autoregression models

DOI10.1016/j.spl.2012.11.002zbMath1352.62138OpenAlexW2016466093MaRDI QIDQ1950666

Dalei Yu, Mengyuan Li, Peng Bai

Publication date: 13 May 2013

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

Full work available at URL: https://doi.org/10.1016/j.spl.2012.11.002

zbMATH Keywords

existenceuniquenessquasi-maximum likelihood estimatorquasi-likelihood functionmixed regressivespatial autoregression model

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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