Inference on power law spatial trends

DOI10.3150/10-BEJ349zbMath1238.62106arXiv1205.2508MaRDI QIDQ418245

Peter M. Robinson

Publication date: 28 May 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.2508

zbMATH Keywords

latticecorrelationtablesconsistencyasymptotic normalitygeneralized polynomials

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

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Truncated sum-of-squares estimation of fractional time series models with generalized power law trend, Spatial long memory, TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS, Estimation of a nonparametric model for bond prices from cross-section and time series information, INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN, INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS, SPECIFICATION TESTS FOR LATTICE PROCESSES

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