On estimation of parameters for spatial autoregressive model
From MaRDI portal
Publication:623489
DOI10.1007/s11203-008-9022-7zbMath1204.62157OpenAlexW2001989299MaRDI QIDQ623489
Youri Davydov, Vygantas Paulauskas
Publication date: 5 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-008-9022-7
Asymptotic properties of parametric estimators (62F12) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items
Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields, Least-modules estimates for spatial autoregression coefficients, Parameter estimation in a spatial unilateral unit root autoregressive model, Testing stability in a spatial unilateral autoregressive model, Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models
Cites Work
- Prediction theory and Fourier series in several variables
- Prediction theory and Fourier series in several variables. II
- A test for spatial autocorrelation in seemingly unrelated regressions
- Aggregation of space-time processes.
- A Wold-like decomposition of two-dimensional discrete homogeneous random fields
- Statistical spatial series modelling II: Some further results on unilateral lattice processes
- Bias of some commonly-used time series estimates
- Parameter estimation for a stationary process on a d-dimensional lattice
- Statistical spatial series modelling
- Lattice points in lattice polytopes
- A note on properties of spatial yule-walker estimators
- ON STATIONARY PROCESSES IN THE PLANE
- A central limit theorem for stationary random fields
- Unnamed Item
