Inference for spatial autoregressive models with infinite variance noises

DOI10.1007/s10114-020-9428-8zbMath1460.62157OpenAlexW3115164466MaRDI QIDQ1995608

Gui Li Liao, Qi Meng Liu, Rong Mao Zhang

Publication date: 24 February 2021

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

Full work available at URL: https://doi.org/10.1007/s10114-020-9428-8

zbMATH Keywords

Wald statisticspatial autoregressive modelheavy-tailed noisequantile inferenceself-weighted

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistics of extreme values; tail inference (62G32)

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