Least squares estimation of Generalized Space Time AutoRegressive (GSTAR) model and its properties

DOI10.1063/1.4724118zbMath1433.62081OpenAlexW2179675232MaRDI QIDQ5107825

Budi Nurani Ruchjana, Svetlana Borovkova, Hendrik P. Lopuhaä

Publication date: 29 April 2020

Published in: AIP Conference Proceedings (Search for Journal in Brave)

Full work available at URL: http://resolver.tudelft.nl/uuid:899d6ca6-31d9-46d6-845d-7e29b13350df

zbMATH Keywords

consistencyleast squaresasymptotic normalGSTAR

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics in engineering and industry; control charts (62P30)

Uses Software

• R