A note on properties of spatial yule-walker estimators

DOI10.1080/00949652208811404zbMath0775.62254OpenAlexW1989965065MaRDI QIDQ5287309

Sabyasachi Basu, Gregory C. Reinsel

Publication date: 23 August 1993

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949652208811404

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

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A three-dimensional unilateral autoregressive lattice process ⋮ Asymptotic inference for near unit roots in spatial autoregression ⋮ Gauss-Newton estimation of parameters for a spatial autoregression model ⋮ Some results on unilateral ARMA lattice processes ⋮ On estimation of parameters for spatial autoregressive model ⋮ Parameter estimation in a spatial unilateral unit root autoregressive model ⋮ Non-stationary spatial autoregressive modeling for the prediction of lattice data ⋮ On the variances of a spatial unit root model ⋮ A note on central limit theorems for lattice models ⋮ M-ESTIMATION FOR A SPATIAL UNILATERAL AUTOREGRESSIVE MODEL WITH INFINITE VARIANCE INNOVATIONS ⋮ Asymptotic inference for an unstable spatial AR model ⋮ Inference for spatial autoregressive models with infinite variance noises ⋮ Asymptotic inference for a nearly unstable sequence of stationary spatial AR models ⋮ Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets ⋮ The stationary regions for the parameter space of unilateral second-order spatial AR model ⋮ Asymptotic inference for unit roots in spatial triangular autoregression ⋮ Periodogram ordinate: spatial model with near unit roots and dependent errors

Cites Work

• Statistical spatial series modelling II: Some further results on unilateral lattice processes
• The Bias of Autoregressive Coefficient Estimators
• PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS
• Statistical spatial series modelling
• A subclass of lattice processes applied to a problem in planar sampling

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