Parameter estimation in a spatial unilateral unit root autoregressive model
From MaRDI portal
Publication:413780
DOI10.1016/j.jmva.2012.01.022zbMath1274.62574arXiv1102.3318OpenAlexW2104955438MaRDI QIDQ413780
Publication date: 7 May 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1102.3318
Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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