Asymptotic inference for an unstable spatial AR model

DOI10.1080/02331880412331319297zbMath1055.62103OpenAlexW2055674783MaRDI QIDQ4651103

Gyula Pap, Sándor Baran, Martien C. A. Van Zuijlen

Publication date: 21 February 2005

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880412331319297

zbMATH Keywords

time seriesasymptotic information matrixexpansion in the local central limit theoremstable and unstable spatial autoregressive models

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

Related Items

On linear prediction for stationary random fields with nonsymmetrical half-plane past ⋮ Parameter estimation in a spatial unilateral unit root autoregressive model ⋮ On the variances of a spatial unit root model ⋮ Asymptotic inference for a nearly unstable sequence of stationary spatial AR models ⋮ Asymptotic inference for unit roots in spatial triangular autoregression ⋮ On the least squares estimator in a nearly unstable sequence of stationary spatial AR models ⋮ Testing stability in a spatial unilateral autoregressive model

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