Maximum likelihood estimation of a generalized star(p; 1p) model

DOI10.1007/BF02589121zbMath1446.62251MaRDI QIDQ3598345

Silvia Terzi

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

zbMATH Keywords

STARspace-time modelingSTARIMA

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Application of generalized space-time autoregressive model on GDP data in west European countries ⋮ Identifiability conditions for Generalised STARMA models

Cites Work

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• A Three-Stage Iterative Procedure for Space-Time Modeling
• Block Kronecker products and the vecb operator
• Some results on commutation matrices, with statistical applications

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