M-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS

DOI10.1017/S0266466609990752zbMath1230.62121MaRDI QIDQ2995418

No author found.

Publication date: 21 April 2011

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Related Items (5)

NONPARAMETRIC PREDICTION WITH SPATIAL DATA ⋮ Autoregressive spatial spectral estimates ⋮ Inference for spatial autoregressive models with infinite variance noises ⋮ The stationary regions for the parameter space of unilateral second-order spatial AR model ⋮ Strictly stationary solutions of spatial ARMA equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limit theory for moving averages of random variables with regularly varying tail probabilities
• Convergence to a stable distribution via order statistics
• M-estimation for autoregression with infinite variance
• A bivariate stable characterization and domains of attraction
• Gauss-Newton and M-estimation for ARMA processes with infinite variance
• Asymptotic inference for near unit roots in spatial autoregression
• Dependent central limit theorems and invariance principles
• Gauss-Newton estimation of parameters for a spatial autoregression model
• Extreme value theory for space-time processes with heavy-tailed distributions
• Statistical spatial series modelling II: Some further results on unilateral lattice processes
• Properties of the spatial unilateral first-order ARMA model
• Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
• MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Point processes, regular variation and weak convergence
• Statistical spatial series modelling
• A subclass of lattice processes applied to a problem in planar sampling
• Regression Models with Spatially Correlated Errors
• Edge Detection, Spatial Smoothing, and Image Reconstruction With Partially Observed Multivariate Data
• A note on properties of spatial yule-walker estimators
• Heavy-Tail Phenomena
• Martingale Central Limit Theorems
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• ON STATIONARY PROCESSES IN THE PLANE
• Robust Statistics

This page was built for publication: M-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS