Asymptotic inference for spatial autoregression and orthogonality of Ornstein-Uhlenbeck sheets
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Publication:5948832
DOI10.1016/S0898-1221(01)00146-8zbMath0996.62075OpenAlexW2134010815MaRDI QIDQ5948832
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Publication date: 12 November 2001
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0898-1221(01)00146-8
Radon-Nikodym derivativeequivalence of measuresnearly unit root spatial autoregressionOrnstein-Uhlenbeck sheetorthogonality of measuresWiener sheet
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05)
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