M-estimation for near unit roots in spatial autoregression with infinite variance

DOI10.1080/02331881003768792zbMath1228.62119OpenAlexW1994249510MaRDI QIDQ3106390

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Publication date: 21 December 2011

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331881003768792

zbMATH Keywords

Itô integralM-estimatesstable process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

The stationary regions for the parameter space of unilateral second-order spatial AR model

Cites Work

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• A subclass of lattice processes applied to a problem in planar sampling
• Inequalities with Applications to the Weak Convergence of Random Processes with Multi-Dimensional Time Parameters
• Martingale Central Limit Theorems
• Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
• Robust Statistics

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