Testing stability in a spatial unilateral autoregressive model

DOI10.1080/03610926.2013.853792zbMath1337.62192arXiv1203.4346OpenAlexW3106017548MaRDI QIDQ2807740

Kinga Sikolya, Gyula Pap, Sándor Baran

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4346

zbMATH Keywords

unit root testspatial unilateral autoregressive processunstable model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: hypothesis testing (62M02)

Cites Work

• Unnamed Item
• Parameter estimation in a spatial unilateral unit root autoregressive model
• On estimation of parameters for spatial autoregressive model
• On unit roots for spatial autoregressive models
• Asymptotic inference for unit roots in spatial triangular autoregression
• Asymptotic behavior of RA-estimates in autoregressive 2D processes
• Properties of the spatial unilateral first-order ARMA model
• Inference in Linear Time Series Models with some Unit Roots
• Unilateral Gaussian fields
• Asymptotic inference for an unstable spatial AR model
• On the correlation structure of some two-dimensional stationary processes
• ON STATIONARY PROCESSES IN THE PLANE

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