The bias of estimators of causal spatial autoregressive processes

DOI10.1093/biomet/80.1.242zbMath0769.62065OpenAlexW2086847278MaRDI QIDQ4695192

H. Joseph Newton, Eunho Ha

Publication date: 21 July 1993

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/80.1.242

zbMATH Keywords

least squares estimatorsasymptotic bias of Yule-Walker estimatorstwo-dimensional causal autoregressive processesunbiased sample autocovariance function

Mathematics Subject Classification ID

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

Related Items (7)

THE ASYMPTOTIC JOINT DISTRIBUTION OF THE YULE-WALKER ESTIMATORS OF A CAUSAL MULTIDIMENSIONAL AR PROCESS ⋮ On the asymptotic distributions of mean, autocovariance, autocorrelation, crossgovariancb and impulse response estimators of a stationary multidimensional random field ⋮ A three-dimensional unilateral autoregressive lattice process ⋮ Some results on unilateral ARMA lattice processes ⋮ Spatial ARMA models and its applications to image filtering ⋮ Modeling spatio-temporal data by spatial AR models ⋮ Asymptotic Results for Spatial ARMA Models

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