An asymptotic test for separability of a spatial autoregressive model

DOI10.1080/03610929508831600zbMath0937.62641OpenAlexW2034002024MaRDI QIDQ4337046

Mahendran Shitan, Peter J. Brockwell

Publication date: 13 June 2000

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929508831600

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

Related Items (14)

Testing Separability in Spatial-Temporal Marked Point Processes ⋮ An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing ⋮ Separability tests for high-dimensional, low-sample size multivariate repeated measures data ⋮ Testing lack of symmetry in spatial-temporal processes ⋮ Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity ⋮ Equivariant minimax dominators of the MLE in the array normal model ⋮ An adjusted likelihood ratio test for separability in unbalanced multivariate repeated measures data ⋮ The likelihood ratio test for a separable covariance matrix ⋮ A likelihood ratio test for separability of covariances ⋮ Testing axial symmetry and separability of lattice processes ⋮ A tuning parameter free test for properties of space-time covariance functions ⋮ Asymptotic Results for Spatial ARMA Models ⋮ On nonparametric and semiparametric testing for multivariate linear time series ⋮ Testing for separability of spatial\,-\,temporal covariance functions

Cites Work

• Properties of the spatial unilateral first-order ARMA model
• A subclass of lattice processes applied to a problem in planar sampling
• Regression Models with Spatially Correlated Errors
• Physical nearest-neighbour models and non-linear time-series

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