Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors

DOI10.1007/S001840100177zbMath1433.62144OpenAlexW2084128572MaRDI QIDQ745288

Han Joon Kim, Dai-Gyoung Kim, Dong Wan Shin

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840100177

zbMATH Keywords

efficiencyOLSEspatial regressionGLSEsinusoidal surface

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Image analysis in multivariate analysis (62H35)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic properties of the LSE in a regression model with long-memory stationary errors
• Asymptotic efficiency of the OLSE for polynomial regression models with spatially correlated errors
• Least Squares Regression When the Independent Variable Follows an ARIMA Process
• Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model
• Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions With Integrated Regressors
• ASYMPTOTIC EFFICIENCY OF THE ORDINARY LEAST SQUARES ESTIMATOR FOR REGRESSIONS WITH UNSTABLE REGRESSORS
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models

This page was built for publication: Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors